Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models (Q4976479)
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scientific article; zbMATH DE number 6754885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models |
scientific article; zbMATH DE number 6754885 |
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Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models (English)
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31 July 2017
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limiting distributions
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autoregressive model
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autoregressive moving-average model
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partially nonstationary
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portmanteau statistics
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