Πλοήγηση ανά Θέμα "Goodness-of-fit"

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    • Article  

      Testing the fit of a vector autoregressive moving average model 

      Paparoditis Efstathios, E. (2005)
      A new procedure for testing the fit of multivariate time series model is proposed. The method evaluates in a certain way the closeness of the sample spectral density matrix of the observed process to the spectral density ...