The Multivariate Portmanteau Statistic (Q3888402)

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scientific article
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English
The Multivariate Portmanteau Statistic
scientific article

    Statements

    publication date
    1980
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    zbMATH Keywords
    multivariate portmanteau statistic
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    autoregressive moving-average process
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    goodness-of-fit test
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    multivariate time series
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    residual autocovariance
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    title
    The Multivariate Portmanteau Statistic (English)
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    Identifiers

    DOI
    10.2307/2287656
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    Mathematics Subject Classification ID
    62M10
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    62M07
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    65C05
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    zbMATH DE Number
    3694446
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    OpenAlex ID
    W4242939281
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