Diagnostic tests for multiple time series models (Q1165544)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Diagnostic tests for multiple time series models |
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
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