Diagnostic tests for multiple time series models (Q1165544)

From MaRDI portal





scientific article; zbMATH DE number 3766905
Language Label Description Also known as
English
Diagnostic tests for multiple time series models
scientific article; zbMATH DE number 3766905

    Statements

    Diagnostic tests for multiple time series models (English)
    0 references
    0 references
    0 references
    1982
    0 references
    multiple autoregressive-moving average models
    0 references
    score test
    0 references
    local alternatives
    0 references
    portmanteau statistics
    0 references
    equivalences
    0 references
    vector ARMA models
    0 references

    Identifiers