A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (Q3703145): Difference between revisions
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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 |
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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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