Some weighted mixed portmanteau tests for diagnostic checking in linear time series models.
Autor: | Muhammed Anvar, P.1 muhammedanvarp@gmail.com, Balakrishna, N.1 |
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Zdroj: | Journal of Statistical Computation & Simulation. Oct2018, Vol. 88 Issue 15, p3000-3017. 18p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |