Diagnostic tests for multiple time series models
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Publication:1165544
DOI10.1214/aos/1176345694zbMath0487.62074OpenAlexW2037575119MaRDI QIDQ1165544
Publication date: 1982
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345694
score testlocal alternativesequivalencesportmanteau statisticsvector ARMA modelsmultiple autoregressive-moving average models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)
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