A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801)
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scientific article; zbMATH DE number 6892245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A goodness-of-fit test for VARMA\((p, q)\) models |
scientific article; zbMATH DE number 6892245 |
Statements
A goodness-of-fit test for VARMA\((p, q)\) models (English)
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20 June 2018
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adjusted residual traces
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Brownian bridge
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residual correlation matrices
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0.9257415
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0.8963763
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0.8960026
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0.8938669
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0.8870187
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