The Multivariate Portmanteau Statistic (Q3888402)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Multivariate Portmanteau Statistic |
scientific article |
Statements
1980
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multivariate portmanteau statistic
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autoregressive moving-average process
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goodness-of-fit test
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multivariate time series
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residual autocovariance
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The Multivariate Portmanteau Statistic (English)
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