Pages that link to "Item:Q2643283"
From MaRDI portal
The following pages link to A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283):
Displaying 5 items.
- Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting (Q1305566) (← links)
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS (Q4319857) (← links)
