"Trimmed portmanteau test for linear processes with infinite variance."

Sangyeol Lee, Chi Tim Ng (2010)

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DOI: 10.1016/J.JMVA.2009.09.016

access: open

type: Journal Article

metadata version: 2021-02-17

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Sangyeol Lee, Chi Tim Ng:
Trimmed portmanteau test for linear processes with infinite variance. J. Multivar. Anal. 101(4): 984-998 (2010)

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