An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints |
scientific article |
Statements
An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (English)
0 references
22 April 2010
0 references
multivariate time series
0 references
state space
0 references
dynamic factor analysis
0 references
Pena-Box model
0 references
factor-structural vector autoregression
0 references
goodness of fit
0 references
