Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors (Q5430508)
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scientific article; zbMATH DE number 5220245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors |
scientific article; zbMATH DE number 5220245 |
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Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors (English)
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16 December 2007
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vector weak AR model
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goodness-of-fit test
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residual autocorrelation
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diagnostic checking
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Box-Pierce and Ljung-Box portmanteau tests
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