Diagnostic tests for multiple time series models (Q1165544): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aos/1176345694 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2037575119 / rank | |||
Normal rank | |||
Revision as of 23:32, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostic tests for multiple time series models |
scientific article |
Statements
Diagnostic tests for multiple time series models (English)
0 references
1982
0 references
multiple autoregressive-moving average models
0 references
score test
0 references
local alternatives
0 references
portmanteau statistics
0 references
equivalences
0 references
vector ARMA models
0 references
