Diagnostic checking of periodic vector autoregressive time series models with dependent errors
type: Item
instance of: scholarly article
title: Diagnostic checking of periodic vector autoregressive time series models with dependent errors
author: Y. Boubacar Mainassara
author: Eugen Ursu
published in: Journal of Multivariate Analysis
publication date: 2025-01-03T00:00:00Z
Mathematics Subject Classification ID: 62Hxx
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 7961604
zbMATH Keywords: diagnostic checking
zbMATH Keywords: portmanteau tests
zbMATH Keywords: residual autocorrelation
zbMATH Keywords: weak periodic VAR
MaRDI profile type: Publication
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DOI: 10.1016/J.JMVA.2024.105379
description: scientific article; zbMATH DE number 7961604