An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints |
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An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (English)
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22 April 2010
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multivariate time series
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state space
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dynamic factor analysis
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Pena-Box model
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factor-structural vector autoregression
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goodness of fit
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