Improved multivariate portmanteau test (Q2930880)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved multivariate portmanteau test |
scientific article |
Statements
Improved multivariate portmanteau test (English)
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20 November 2014
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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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