Testing the Fit of a Vector Autoregressive Moving Average Model (Q5467617)
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scientific article; zbMATH DE number 5026143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the Fit of a Vector Autoregressive Moving Average Model |
scientific article; zbMATH DE number 5026143 |
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Testing the Fit of a Vector Autoregressive Moving Average Model (English)
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24 May 2006
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bootstrap
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diagnostics
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goodness-of-fit
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kernel estimators
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periodogram matrix
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spectral density matrix
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