Improved multivariate portmanteau test (Q2930880)

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Improved multivariate portmanteau test
scientific article

    Statements

    title
    Improved multivariate portmanteau test (English)
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    author
    Esam Mahdi
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    A. Ian McLeod
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    publication date
    20 November 2014
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    zbMATH Keywords
    diagnostic checking
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    multivariate time series
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    parallel computing
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    Monte Carlo significance test
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    residual autocorrelation function
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    VARMA models
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    Identifiers

    Mathematics Subject Classification ID
    62M07
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    62H15
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    62M10
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    zbMATH DE Number
    6371613
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    OpenAlex ID
    W3125327113
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    arXiv ID
    1611.00442
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