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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q4137964 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution of Residual Autocorrelations in Multiple Autoregressive Schemes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4101268 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting with Misspecified Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some properties of the parameterization of ARMA systems with unknown order / rank
 
Normal rank
Property / cites work
 
Property / cites work: Vector linear time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Fitting of Time-Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The estimation of mixed moving average autoregressive systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Identification Problem for Multiple Equation Systems with Moving Average Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of vector Armax models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recursive estimation of mixed autoregressive-moving average order / rank
 
Normal rank
Property / cites work
 
Property / cites work: Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood Function of Stationary Multiple Autoregressive Moving Average Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Multivariate Portmanteau Statistic / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of time domain gaussian estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a measure of lack of fit in time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products / rank
 
Normal rank
Property / cites work
 
Property / cites work: The efficient estimation of vector linear time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparison of estimation methods for vector linear time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diagnostic tests for multiple time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling Multiple Times Series with Applications / rank
 
Normal rank

Revision as of 14:05, 17 June 2024

scientific article
Language Label Description Also known as
English
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS
scientific article

    Statements

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

    Identifiers