Testing for Serial Correlation Against an ARMA(1, 1,) Process (Q4366031)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for Serial Correlation Against an ARMA(1, 1,) Process |
scientific article; zbMATH DE number 1089343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Serial Correlation Against an ARMA(1, 1,) Process |
scientific article; zbMATH DE number 1089343 |
Statements
Testing for Serial Correlation Against an ARMA(1, 1,) Process (English)
0 references
7 January 1998
0 references
consistent test
0 references
Lagrange multiplier test
0 references
likelihood ratio test
0 references
nonstandard testing problem
0 references
test of white noise
0 references
serial correlation
0 references
time series
0 references
errors of regression models
0 references
autoregressive moving average model
0 references
