ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q3821441)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS |
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ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (English)
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1988
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information matrix
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model checking
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residual autocorrelations
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score statistic
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Lagrange multiplier statistic
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autoregressive moving-average model
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closed-form expression
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singularities
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