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

DOI10.1111/J.1467-9574.2009.00417.XMaRDI QIDQ6573700zbMATH OpenFDO

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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