Pages that link to "Item:Q1643801"

The following pages link to A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801):

Displaying 3 items.

• OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
• Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
• A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models (Q5384672) (← links)