The Effect of the Estimation on Goodness‐of‐Fit Tests in Time Series Models (Q5467616)

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scientific article; zbMATH DE number 5026142
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The Effect of the Estimation on Goodness‐of‐Fit Tests in Time Series Models
scientific article; zbMATH DE number 5026142

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    The Effect of the Estimation on Goodness‐of‐Fit Tests in Time Series Models (English)
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    24 May 2006
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    autoregressive-moving average model
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    conditional least squares
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    maximum likelihood
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    goodness-of-fit tests
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    partial autocorrelation
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    residual autocorrelation
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