Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models (Q4976479)

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scientific article; zbMATH DE number 6754885
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Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models
scientific article; zbMATH DE number 6754885

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    Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models (English)
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    31 July 2017
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    limiting distributions
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    autoregressive model
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    autoregressive moving-average model
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    partially nonstationary
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    portmanteau statistics
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