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  • Search: subject:"Ljung-Box test"
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Subject
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Estimation theory 3 Schätztheorie 3 Time series analysis 3 Zeitreihenanalyse 3 Autocorrelation 2 Autokorrelation 2 Correlation 2 Korrelation 2 Ljung-Box test 2 Ljung–Box test 2 Statistical test 2 Statistischer Test 2 ARCH effect 1 ARCH model 1 ARCH-Modell 1 ARIMAX model 1 Beta variates 1 Bootstrap approach 1 Bootstrap-Verfahren 1 CCC-GARCH 1 Computer time 1 Cross correlation 1 Dirichlet random vectors 1 Estimation 1 Gambling 1 Glücksspiel 1 High-dimensional time series 1 Kolmogorov–Smirnov test 1 Multivariate Analyse 1 Multivariate analysis 1 Multivariate time series 1 Rank correlation 1 Rank test 1 Rauchen 1 Saisonale Schwankungen 1 Schätzung 1 Seasonal variations 1 Serial correlation 1 Smoking 1 South Korea 1
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Undetermined 3
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Article 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3 Undetermined 1
Author
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Balakrishnan, Narayanaswamy 1 Bernhard, Bo 1 Cheng, Ching-Wei 1 Hung, Ying-Chao 1 Lee, Sojeong 1 Lee, Taewook 1 Ling, Shiqing 1 Repetti, Toni 1 Singh, Ashok K. 1 Tsay, Ruey S. 1 Yang, Yaxing 1
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Computational Statistics & Data Analysis 1 Economics letters 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 The journal of gambling business and economics 1
Source
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ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
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Testing serial correlation and ARCH effect of high-dimensional time-series data
Ling, Shiqing; Tsay, Ruey S.; Yang, Yaxing - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 136-147
Persistent link: https://www.econbiz.de/10012424504
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The impacts of a smoking ban on gaming volume in a South Korea casino
Lee, Sojeong; Repetti, Toni; Singh, Ashok K.; Bernhard, Bo - In: The journal of gambling business and economics 14 (2021) 1, pp. 33-55
Persistent link: https://www.econbiz.de/10013173794
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Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook - In: Economics letters 147 (2016), pp. 59-62
Persistent link: https://www.econbiz.de/10011619440
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Generating beta random numbers and Dirichlet random vectors in R: The package rBeta2009
Cheng, Ching-Wei; Hung, Ying-Chao; Balakrishnan, … - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 1011-1020
A software package, rBeta2009, developed to generate beta random numbers and Dirichlet random vectors in R is presented. The package incorporates state-of-the-art algorithms so as to minimize the computer generation time. In addition, it is designed in a way that (i) the generation efficiency is...
Persistent link: https://www.econbiz.de/10010719661
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