Pages that link to "Item:Q2379236"
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The following pages link to Goodness-of-fit tests for vector autoregressive models in time series (Q2379236):
Displaying 5 items.
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- A score type test for general autoregressive models in time series (Q2468790) (← links)
- A goodness-of-fit test of the errors in nonlinear autoregressive time series models with stationary $\alpha$-mixing error terms (Q2941328) (← links)
- SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS (Q3729869) (← links)
- Goodness-of-fit tests for autoregressive processes (Q4351573) (← links)
