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  1. 1
    Ke Zhu, Bootstrapping the portmanteau tests in weak auto-regressive moving average models, Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2015, 77, 2
  2. 2
    Guodong Li, Yang Li, Chih-Ling Tsai, Quantile Correlations and Quantile Autoregressive Modeling, Journal of the American Statistical Association, 2015, 110, 509, 246

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