Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model (Q4720612)
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scientific article; zbMATH DE number 3992722
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model |
scientific article; zbMATH DE number 3992722 |
Statements
Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model (English)
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1987
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portmanteau test for model adequacy
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asymptotic distribution
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residual autocovariance matrices
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fitted multivariate reduced rank autoregressive model
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prediction mean square error
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