Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms
type: Item
instance of: scholarly article
title: Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms
zbMATH Open document ID: 1213.62142
author: Y. Boubacar Mainassara
published in: Journal of Statistical Planning and Inference
publication date: 2011-05-23T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5899177
zbMATH Keywords: goodness-of-fit test
zbMATH Keywords: QMLE/LSE
zbMATH Keywords: Box-Pierce
zbMATH Keywords: Ljung-Box
zbMATH Keywords: residual autocorrelation
zbMATH Keywords: structural representation
zbMATH Keywords: weak VARMA models
MaRDI profile type: Publication
full work available at URL: j.jspi.2011.03.022
OpenAlex ID: W2166239561
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DOI: 10.1016/J.JSPI.2011.03.022
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description: scientific article; zbMATH DE number 5899177