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Reversed residuals in autoregressive time series analysis. (English) Zbl 0850.62670


MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
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References:

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[5] DOI: 10.2307/2683813 · Zbl 0415.62069
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[8] DOI: 10.1080/15326348908807096 · Zbl 0665.62090
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[12] DOI: 10.2307/1426858 · Zbl 0417.60073
[13] DOI: 10.2307/3212735 · Zbl 0322.60037
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