Pages that link to "Item:Q1165544"
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The following pages link to Diagnostic tests for multiple time series models (Q1165544):
Displaying 17 items.
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- On multiplicative seasonal modelling for vector time series (Q731947) (← links)
- The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model (Q1084822) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
- Forecasting international growth rates with leading indicators: A system- theoretic approach (Q1202455) (← links)
- Asymptotically most powerful rank tests for multivariate randomness against serial dependence (Q1262052) (← links)
- Testing for serial correlation in multivariate regression models (Q1305639) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- Test de hipotesis para contrastar modelos MARMA de series temporales (Q3357393) (← links)
- ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS (Q3434193) (← links)
- An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848) (← links)
- SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS (Q3729869) (← links)
- Stable spectral factorization with applications to the estimation of time series models (Q4275154) (← links)
- Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model (Q4720612) (← links)
- ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS (Q4864583) (← links)
- Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)
