On modelling and diagnostic checking of vector periodic autoregressive time series models

Journal of Time Series Analysis

Volumn 30, Issue 1, 2009, Pages 70-96

  Ursu, Eugen ^a   Duchesne, Pierre ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Diagnostic checking; Parameter constraints; Periodic time series; Portmanteau test statistics; Residual autocorrelation and autocovariance matrices; Vector time series

Indexed keywords

EID: 58149110795     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2008.00601.x     Document Type: Article

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