Pages that link to "Item:Q2930907"
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The following pages link to Selection of weak VARMA models by modified Akaike's information criteria (Q2930907):
Displaying 9 items.
- Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- Semi-strong linearity testing in linear models with dependent but uncorrelated errors (Q893971) (← links)
- Estimation of weak ARMA models with regime changes (Q1984643) (← links)
- Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- Estimating weak periodic vector autoregressive time series (Q6064239) (← links)
- Portmanteau tests for periodic ARMA models with dependent errors (Q6153720) (← links)
