Diagnostic testing of univariate time series models (Q3804043)

From MaRDI portal
Revision as of 14:29, 5 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Diagnostic testing of univariate time series models
scientific article

    Statements

    Diagnostic testing of univariate time series models (English)
    0 references
    0 references
    0 references
    1986
    0 references
    portmanteau statistic
    0 references
    autoregressive-moving average model
    0 references
    autocorrelations
    0 references
    residuals
    0 references
    Lagrange multiplier statistic
    0 references

    Identifiers