On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642)
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scientific article; zbMATH DE number 5855760
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| English | On modelling and diagnostic checking of vector periodic autoregressive time series models |
scientific article; zbMATH DE number 5855760 |
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On modelling and diagnostic checking of vector periodic autoregressive time series models (English)
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22 February 2011
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diagnostic checking
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parameter constraints
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periodic time series
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portmanteau test statistics
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residual autocorrelation matrix
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autocovariance matrix
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vector time series
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0.8599059581756592
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0.8437425494194031
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0.8385700583457947
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0.8025383353233337
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