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zbMath0455.62070MaRDI QIDQ3903916

Robert H. Rasche, James M. Johannes

Publication date: 1980

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

zbMATH Keywords

time series serial correlation large samples constancy of regression cumulated periodogram Durbin c statistics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical tables (62Q05)

Related Items (1)

Data-driven stabilizations of goodness-of-fit tests

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