A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (Q3703145): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00486.x / rank | |||
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| Property / OpenAlex ID: W1968678854 / rank | |||
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| Property / cites work: Testing the adequacy of a time series model / rank | |||
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| Property / cites work: An approach to testing linear time series models / rank | |||
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Latest revision as of 09:00, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS |
scientific article |
Statements
A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (English)
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1986
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goodness of fit test
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autoregressive moving average models
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frequency domain approximation to the log likelihood
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Lagrange multiplier approach
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sample autocovariances
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recursive procedure
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