On The Peña–Box Model
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Publication:4677044
DOI10.1111/j.1467-9892.2004.00381.xzbMath1062.62183MaRDI QIDQ4677044
Publication date: 20 May 2005
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.00381.x
62H25: Factor analysis and principal components; correspondence analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H20: Measures of association (correlation, canonical correlation, etc.)
Related Items
Unnamed Item, On the reduced-rank model with leading index, Likelihood Function and Canonical Correlation Analysis of the Peña–Box Model, Robustness Comparison of the Peña–Box Model and the Factor Model to Extract Useful Predictors, An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints
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