On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model (Q1927481)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model |
scientific article |
Statements
On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model (English)
0 references
1 January 2013
0 references
vector time series
0 references
autocovariance matrices
0 references
diagnostic checking
0 references
0 references
0 references