A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models (Q5384672)
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scientific article; zbMATH DE number 7072665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models |
scientific article; zbMATH DE number 7072665 |
Statements
A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models (English)
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24 June 2019
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adjusted residual traces
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confidence bounds
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cumulative periodogram statistic
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residual correlogram
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