The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series |
scientific article |
Statements
The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (English)
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30 June 2006
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ARIMA model
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autocorrelation coefficients
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heteroscedasticity model
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nonlinearity test
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partial autocorrelation
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