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Testing the specification of a fitted autoregressive-moving average model - MaRDI portal

Testing the specification of a fitted autoregressive-moving average model (Q3871770)

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Testing the specification of a fitted autoregressive-moving average model
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    Testing the specification of a fitted autoregressive-moving average model (English)
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    1980
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    testing specification of fitted autoregressive-moving average model
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    significance test
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    singular information matrix
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    Fisher information measure
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