Robust multiple time series modelling (Q3817480)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust multiple time series modelling |
scientific article |
Statements
Robust multiple time series modelling (English)
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1989
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vector autoregression
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robust estimation
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multiple time series
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residual autocovariances
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robustified multivariate portmanteau statistic
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model diagnostic checking
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