The Multivariate Portmanteau Statistic (Q3888402): Difference between revisions
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The Multivariate Portmanteau Statistic | |||
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| Property / author: Jonathan R. M. Hosking / rank | |||
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| Property / author: Jonathan R. M. Hosking / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.2307/2287656 / rank | |||
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| Property / OpenAlex ID: W4242939281 / rank | |||
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The Multivariate Portmanteau Statistic (English) | |||
| Property / title: The Multivariate Portmanteau Statistic (English) / rank | |||
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Latest revision as of 20:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Multivariate Portmanteau Statistic |
scientific article |
Statements
1980
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multivariate portmanteau statistic
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autoregressive moving-average process
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goodness-of-fit test
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multivariate time series
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residual autocovariance
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The Multivariate Portmanteau Statistic (English)
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