Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627)
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scientific article; zbMATH DE number 6232527
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| English | Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications |
scientific article; zbMATH DE number 6232527 |
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Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (English)
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26 November 2013
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asymptotic distributions
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residual autocovariances
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parsimonious models
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periodic time series models
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portmanteau test statistics
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time series
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0.8599059581756592
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0.8185679912567139
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0.8063902854919434
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0.8061054944992065
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