Pages that link to "Item:Q3552848"
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The following pages link to An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848):
Displaying 4 items.
- Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
- Departure from normality of increasing-dimension martingales (Q1012546) (← links)
- Likelihood Function and Canonical Correlation Analysis of the Peña–Box Model (Q3006276) (← links)
- On the reduced-rank model with leading index (Q5193320) (← links)
