Improved multivariate portmanteau test (Q2930880)

From MaRDI portal
Revision as of 09:05, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Improved multivariate portmanteau test
scientific article

    Statements

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

    Identifiers

    Mathematics Subject Classification ID
    62M07
    0 references
    62H15
    0 references
    62M10
    0 references
    zbMATH DE Number
    6371613
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2930880&oldid=27369894"
    Powered by MediaWiki