Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters

DOI10.1111/J.1467-9574.2009.00417.XMaRDI QIDQ6573700FDOQ6573700

Authors: Eugen Ursu, P. Duchesne 

Publication date: 17 July 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

periodic time seriesvector time seriesdiagnostic checkingseasonal time seriesportmanteau test statisticsresidual autocorrelation and autocovariance matrices

Mathematics Subject Classification ID

Statistics (62-XX) Parametric inference (62Fxx) Inference from stochastic processes (62Mxx)

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