"A Portmanteau Test for ARMA Processes with Infinite Variance."

Yunwei Cui, Rongning Wu (2014)

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DOI: 10.1080/03610918.2012.709900

access: closed

type: Journal Article

metadata version: 2020-05-10

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Yunwei Cui, Rongning Wu:
A Portmanteau Test for ARMA Processes with Infinite Variance. Commun. Stat. Simul. Comput. 43(3): 597-614 (2014)

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