Independence and sphericity tests for the residuals of space-time arma models (Q3876875)
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English | Independence and sphericity tests for the residuals of space-time arma models |
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Independence and sphericity tests for the residuals of space-time arma models (English)
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1980
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sphericity tests
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independence tests
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STARMA
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space-time autoregressive moving average model
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likelihood ratios
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