Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926): Difference between revisions
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Revision as of 09:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations |
scientific article |
Statements
113
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524
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1813-1827
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2 October 2018
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20 March 2019
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Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (English)
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Box-Pierce and Ljung-Box portmanteau tests
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goodness-of-fit test
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quasi-maximum likelihood estimation
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self-normalization
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weak (V)ARMA models
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