The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series |
scientific article |
Statements
The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (English)
0 references
30 June 2006
0 references
ARIMA model
0 references
autocorrelation coefficients
0 references
heteroscedasticity model
0 references
nonlinearity test
0 references
partial autocorrelation
0 references
0 references
