Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models (Q4976479): Difference between revisions

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+Estimation for Partially Nonstationary Multivariate Autoregressive Models
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT
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+Q4821817
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+Diagnostic checking of nonlinear multivariate time series with multivariate arch errors
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+Q4742198
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+Improved multivariate portmanteau test
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+Q4194329
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+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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+A Powerful Portmanteau Test of Lack of Fit for Time Series
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+The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series
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+Estimation and Testing for Unit Roots in a Partially Nonstationary Vector Autoregressive Moving Average Model
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