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zbMath0595.62087MaRDI QIDQ3727185

Yuzo Hosoya

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical integration hypothesis testing generalized likelihood ratio test transformation method GLR test chi squared statistics general linear time series model large-sample canonical form nested alternatives

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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On multiple portmanteau tests

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