Testing for Serial Correlation Against an ARMA(1, 1,) Process (Q4366031)
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scientific article; zbMATH DE number 1089343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Serial Correlation Against an ARMA(1, 1,) Process |
scientific article; zbMATH DE number 1089343 |
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Testing for Serial Correlation Against an ARMA(1, 1,) Process (English)
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7 January 1998
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consistent test
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Lagrange multiplier test
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likelihood ratio test
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nonstandard testing problem
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test of white noise
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serial correlation
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time series
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errors of regression models
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autoregressive moving average model
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