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A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models - MaRDI portal

A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models (Q5384672)

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scientific article; zbMATH DE number 7072665
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English
A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models
scientific article; zbMATH DE number 7072665

    Statements

    title
    A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models (English)
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    published in
    Statistics
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    publication date
    24 June 2019
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    zbMATH Keywords
    adjusted residual traces
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    confidence bounds
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    cumulative periodogram statistic
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    residual correlogram
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    describes a project that uses
    itsmr
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    ITSM2000
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M15
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    91B84
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    zbMATH DE Number
    7072665
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    OpenAlex ID
    W2945434447
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