Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate portmanteau tests for weak multiplicative seasonal VARMA models |
scientific article |
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Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (English)
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3 June 2021
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goodness-of-fit test
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quasi-maximum likelihood estimation
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portmanteau tests
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residual autocorrelation
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weak SVARMA models
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