✦ LIBER ✦

A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS

✍ Scribed by Pham Dinh Tuan

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

ON THE LAGRANGE MULTIPLIER TEST FOR AUTO

✍ Greta M. Ljung 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 284 KB

A GENERALIZED LEAST-SQUARES APPROACH FOR

✍ Sergio Koreisha; Tarmo Pukkila 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 590 KB

Testing for a Unit Root in Autoregressiv

✍ Dong Wan Shin; Sahadeb Sarkar 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 174 KB

RESULTS ON ESTTMATION AND TESTING FOR A

✍ Sook Fwe Yap; Gregory C. Reinsel 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 729 KB

A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIV

✍ Santiago Velilla 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 420 KB

Parameter identification for a single-de

✍ Dae Kyun Baek; Tae Jo Ko; Hee Sool Kim 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 177 KB