Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155): Difference between revisions
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Revision as of 03:50, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms |
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Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (English)
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23 May 2011
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goodness-of-fit test
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QMLE/LSE
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Box-Pierce
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Ljung-Box
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residual autocorrelation
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structural representation
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weak VARMA models
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