Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155): Difference between revisions

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Revision as of 01:52, 4 July 2024

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Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms
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    Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (English)
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    23 May 2011
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    goodness-of-fit test
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    QMLE/LSE
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    Box-Pierce
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    Ljung-Box
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    residual autocorrelation
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    structural representation
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    weak VARMA models
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