A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (Q3703145)
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scientific article; zbMATH DE number 3930183
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| English | A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS |
scientific article; zbMATH DE number 3930183 |
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A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (English)
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1986
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goodness of fit test
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autoregressive moving average models
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frequency domain approximation to the log likelihood
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Lagrange multiplier approach
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sample autocovariances
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recursive procedure
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0.8756262063980103
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0.7972614765167236
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0.7894065976142883
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0.7825034856796265
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0.7755340337753296
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