Pages that link to "Item:Q990255"
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The following pages link to Multivariate portmanteau tests of the adequacy of weak VARMA models. (Q990255):
Displaying 9 items.
- Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
- On multiplicative seasonal modelling for vector time series (Q731947) (← links)
- Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848) (← links)
- Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961) (← links)
- Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors (Q5430508) (← links)