Pages that link to "Item:Q5397961"
From MaRDI portal
The following pages link to Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961):
Displaying 6 items.
- Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
- Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
- The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors (Q4976480) (← links)
- Portmanteau tests for periodic ARMA models with dependent errors (Q6153720) (← links)
