Diagnostic checking of periodic vector autoregressive time series models with dependent errors (Q6656674)

From MaRDI portal





scientific article; zbMATH DE number 7961604
Language Label Description Also known as
English
Diagnostic checking of periodic vector autoregressive time series models with dependent errors
scientific article; zbMATH DE number 7961604

    Statements

    Diagnostic checking of periodic vector autoregressive time series models with dependent errors (English)
    0 references
    0 references
    0 references
    3 January 2025
    0 references
    diagnostic checking
    0 references
    portmanteau tests
    0 references
    residual autocorrelation
    0 references
    weak periodic VAR
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references