Testing the fit of a vector autoregressive moving average model

Journal of Time Series Analysis

Volumn 26, Issue 4, 2005, Pages 543-568

  Paparoditis, Efstathios ^a  

^a UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

Bootstrap; Diagnostics; Goodness of fit; Kernel estimators; Periodogram matrix; Spectral density matrix

Indexed keywords

EID: 20744454032     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2005.00419.x     Document Type: Article

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