Diagnostic tests for multiple time series models (Q1165544): Difference between revisions
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Revision as of 03:26, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Diagnostic tests for multiple time series models |
scientific article |
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Diagnostic tests for multiple time series models (English)
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1982
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multiple autoregressive-moving average models
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score test
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local alternatives
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portmanteau statistics
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equivalences
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vector ARMA models
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