SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS (Q3729869): Difference between revisions
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Revision as of 13:27, 5 March 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 |
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SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS (English)
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1986
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size
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power
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Lagrangian multiplier
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portmanteau tests
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vector autoregressive-moving average processes
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diagnostic checking
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Monte Carlo
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Asymptotic theory
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score test
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