Pages that link to "Item:Q3821441"
From MaRDI portal
The following pages link to ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q3821441):
Displaying 10 items.
- The Lagrange multiplier test for autocorrelation in the presence of linear restrictions (Q375061) (← links)
- A simple test for the consistency of dynamic linear regression in rational distributed lag models (Q672883) (← links)
- A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
- A simplified method of calculating the score test for serial correlation in multivariate models (Q899820) (← links)
- Modified Lagrange multiplier tests for problems with one-sided alternatives (Q1083155) (← links)
- The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model (Q1084822) (← links)
- Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108) (← links)
- A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (Q3703145) (← links)
- Diagnostic testing of univariate time series models (Q3804043) (← links)
- (Q4249459) (← links)