An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints.
| Autor: | ARBUÉS, IGNACIO1 iarbues@ine.es |
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| Zdroj: | Journal of Time Series Analysis. Sep2008, Vol. 29 Issue 5, p741-761. 21p. 4 Charts. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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