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Publication:3925035
zbMATH Open0471.62091MaRDI QIDQ3925035FDOQ3925035
Publication date: 1981
Title of this publication is not available (Why is that?)
Cited In (15)
- A new diagnostic tool for VARMA(p,q) models
- Multivariate portmanteau tests of the adequacy of weak VARMA models.
- Residual autocorrelation testing for vector error correction models
- Improved multivariate portmanteau test
- Multivariate portmanteau tests for weak multiplicative seasonal VARMA models
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors
- Testing causality using efficiently parametrized vector ARMA models
- On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap
- Correcting the bias of the sample cross‐covariance estimator
- A simple nearly unbiased estimator of cross‐covariances
- Diagnostic checking of periodic vector autoregressive time series models with dependent errors
- Autoregressive models for matrix-valued time series
- On consistent testing for serial correlation of unknown form in vector time series models.
- Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms
- Generalized autocovariance matrices for multivariate time series
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