Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155)
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: Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms |
scientific article; zbMATH DE number 5899177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms |
scientific article; zbMATH DE number 5899177 |
Statements
Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (English)
0 references
23 May 2011
0 references
goodness-of-fit test
0 references
QMLE/LSE
0 references
Box-Pierce
0 references
Ljung-Box
0 references
residual autocorrelation
0 references
structural representation
0 references
weak VARMA models
0 references
0 references
0 references
0 references
0 references
0.95167387
0 references
0.94063747
0 references
0.9192818
0 references
0.9051124
0 references
0.89871335
0 references
0.8963965
0 references
0.89593697
0 references
0.89477944
0 references
0.8768748
0 references
