Pages that link to "Item:Q3871770"
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The following pages link to Testing the specification of a fitted autoregressive-moving average model (Q3871770):
Displaying 9 items.
- The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model (Q1084822) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
- A Lagrange multiplier test for GARCH models (Q1184755) (← links)
- Model-structure selection by cross-validation (Q3744063) (← links)
- ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q3821441) (← links)
- LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE (Q4299032) (← links)
- Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791) (← links)
