Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters
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Publication:6573700
DOI10.1111/j.1467-9574.2009.00417.xMaRDI QIDQ6573700
Publication date: 17 July 2024
Published in: Statistica Neerlandica (Search for Journal in Brave)
vector time seriesperiodic time seriesdiagnostic checkingseasonal time seriesportmanteau test statisticsresidual autocorrelation and autocovariance matrices
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