DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1994.tb00186.x/fullpdf
Reference23 articles.
1. A new look at the statistical model identification
2. On the finite sample distribution of residual autocorrelations in autoregressive-moving average models
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