SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS (Q3729869): Difference between revisions

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Property / DOI: 10.1111/j.1467-9892.1986.tb00505.x / rank
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00505.x / rank
 
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Latest revision as of 19:17, 21 December 2024

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SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS
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    SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS (English)
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    1986
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    size
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    power
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    Lagrangian multiplier
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    portmanteau tests
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    vector autoregressive-moving average processes
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    diagnostic checking
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    Monte Carlo
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    Asymptotic theory
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    score test
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