The following pages link to (Q4194329):
Displayed 11 items.
- On covariance function tests used in system identification (Q751604) (← links)
- On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
- A test for the presence of pure feedback in multivariate dynamic stochastic systems (Q912557) (← links)
- Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
- Multivariate contemporaneous ARMA model with hydrological applications (Q1111834) (← links)
- Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization (Q1154190) (← links)
- On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root (Q1916215) (← links)
- Rank-based partial aurocorrelations are not asymptotically distribution-free (Q1976502) (← links)
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (Q3321280) (← links)
- (Q4212940) (← links)
- Distribution of the cross‐correlations of squared residuals in ARIMA models (Q4344824) (← links)