Diagnostic tests for multiple time series models (Q1165544): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1214/aos/1176345694 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1214/AOS/1176345694 / rank | |||
Normal rank | |||
Latest revision as of 15:56, 10 December 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
