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zbMath0553.62078MaRDI QIDQ3347146

D. S. Poskitt, A. R. Tremayne

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

score tests identifiability sensitivity matrix misspecification tests autoregressive moving average linear time series models ARMAX systems admissible alternatives Lagrangian multiplier principle multivariate ARMA models with exogenous variables non- specific diagnostic check

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model ⋮ Extimation and structure determination of multivariate input systems

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