AN IMPROVED MEASURE FOR LACK OF FIT IN TIME SERIES MODELS (Q4571209)
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scientific article; zbMATH DE number 6899388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN IMPROVED MEASURE FOR LACK OF FIT IN TIME SERIES MODELS |
scientific article; zbMATH DE number 6899388 |
Statements
AN IMPROVED MEASURE FOR LACK OF FIT IN TIME SERIES MODELS (English)
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6 July 2018
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autocorrelation
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GARCH
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goodness-of-fit
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portmanteau
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vector ARMA
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