Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters (Q6573700)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters |
scientific article; zbMATH DE number 7882067
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters |
scientific article; zbMATH DE number 7882067 |
Statements
Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters (English)
0 references
17 July 2024
0 references
diagnostic checking
0 references
periodic time series
0 references
portmanteau test statistics
0 references
residual autocorrelation and autocovariance matrices
0 references
seasonal time series
0 references
vector time series
0 references
0 references
