Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224): Difference between revisions

@@ Property / author @@
-Evangelos E. Ioannidis
@@ Property / author: Evangelos E. Ioannidis / rank @@
-Normal rank
@@ Property / author @@
+Evangelos E. Ioannidis
@@ Property / author: Evangelos E. Ioannidis / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jspi.2005.12.013
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+W2008843137
@@ Property / OpenAlex ID: W2008843137 / rank @@
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@@ Property / cites work @@
+Goodness of fit tests for spectral distributions
@@ Property / cites work: Goodness of fit tests for spectral distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for autoregressive processes
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@@ Property / cites work @@
+Time Series
@@ Property / cites work: Time Series / rank @@
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@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain
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+Empirical spectral processes and their applications to time series analysis
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+Graphical interaction models for multivariate time series.
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+Vector linear time series models
@@ Property / cites work: Vector linear time series models / rank @@
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+Q5612941
@@ Property / cites work: Q5612941 / rank @@
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+Q4039983
@@ Property / cites work: Q4039983 / rank @@
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+Extreme Spectra of Var Models and Orders of Near‐Cointegration
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@@ Property / cites work @@
+Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
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+Testing the Fit of a Vector Autoregressive Moving Average Model
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+Q3323077
@@ Property / cites work: Q3323077 / rank @@
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+Model Checking via Parametric Bootstraps in Time Series Analysis
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@@ Property / cites work @@
+A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS
+Normal rank