An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848): Difference between revisions

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Revision as of 19:52, 19 March 2024

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An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints
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    An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (English)
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    22 April 2010
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    multivariate time series
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    state space
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    dynamic factor analysis
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    Pena-Box model
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    factor-structural vector autoregression
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    goodness of fit
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