Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961)
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scientific article; zbMATH DE number 6261460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors |
scientific article; zbMATH DE number 6261460 |
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Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (English)
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25 February 2014
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VARMA models
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structural representation
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residual autocorrelation
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portmanteau test
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goodness-of-fit test
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