weakARMA

CRANweakARMAMaRDI QIDQ111927FDOQ111927

Tools for the Analysis of Weak ARMA Models

Yacouba Boubacar Maïnassara, Julien Yves Rolland

Last update: 4 April 2022

Copyright license: GNU General Public License

Software version identifier: 1.0.3

Cites work

• Estimating linear representations of nonlinear processes
• Diagnostic checking in multivariate ARMA models with dependent errors using normalized residual autocorrelations

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