Pages that link to "Item:Q1643801"
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The following pages link to A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801):
Displaying 4 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)
- Generalized autocovariance matrices for multivariate time series (Q6549228) (← links)
