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scientific article; zbMATH DE number 3881727
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| English | No label defined |
scientific article; zbMATH DE number 3881727 |
Statements
1984
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autoregressive moving average
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Lagrangian multiplier principle
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misspecification tests
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linear time series models
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ARMAX systems
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multivariate ARMA models with exogenous variables
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score tests
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sensitivity matrix
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identifiability
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admissible alternatives
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non- specific diagnostic check
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0.8111898899078369
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0.784788191318512
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0.7779397964477539
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0.7671993374824524
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