Distribution of residual autocorrelations in multivariate autoregressive index models (Q3711572)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of residual autocorrelations in multivariate autoregressive index models |
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Distribution of residual autocorrelations in multivariate autoregressive index models (English)
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1985
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stationary time series
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index series
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residual autocorrelations
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multivariate autoregressive index models
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portmanteau statistic
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model adequacy
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