Pages that link to "Item:Q1623545"
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The following pages link to A likelihood ratio type test for invertibility in moving average processes (Q1623545):
Displaying 3 items.
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (Q2084060) (← links)
- CHECKING STATIONARITY AND INVERTIBILITY IN TIME SERIES MODELS—FINDING THE INVERTIBLE FORM IN THE VECTOR CASE (Q4787598) (← links)
- Testing for INAR effects (Q5083893) (← links)