Matches in SemOpenAlex for { <https://semopenalex.org/work/W2783503401> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W2783503401 endingPage "140" @default.
- W2783503401 startingPage "126" @default.
- W2783503401 abstract "Abstract A goodness-of-fit approach for multivariate VARMA(p, q) models is presented. The idea is to consider a stochastic process based on a modified residual correlation matrix sequence, that is shown to converge to the Brownian bridge. Standard criteria based on this new random function, as for instance the Kolmogorov–Smirnov and Cramer–von Mises statistics, will have then a pivotal null asymptotic distribution. The properties of these two methods are investigated by simulation. As compared with the traditional methods in this area, their size does not depend critically on the choice of any lag parameter value, and they have better power properties." @default.
- W2783503401 created "2018-01-26" @default.
- W2783503401 creator A5052682803 @default.
- W2783503401 creator A5091901104 @default.
- W2783503401 date "2018-12-01" @default.
- W2783503401 modified "2023-10-16" @default.
- W2783503401 title "A goodness-of-fit test for VARMA( p, q ) models" @default.
- W2783503401 cites W1522233288 @default.
- W2783503401 cites W1968624811 @default.
- W2783503401 cites W1985253317 @default.
- W2783503401 cites W1995452503 @default.
- W2783503401 cites W2024812104 @default.
- W2783503401 cites W2039906523 @default.
- W2783503401 cites W2047109734 @default.
- W2783503401 cites W2048950722 @default.
- W2783503401 cites W2051705420 @default.
- W2783503401 cites W2056251361 @default.
- W2783503401 cites W2062550261 @default.
- W2783503401 cites W2065363891 @default.
- W2783503401 cites W2082036952 @default.
- W2783503401 cites W2093230975 @default.
- W2783503401 cites W2156774002 @default.
- W2783503401 cites W2167316000 @default.
- W2783503401 cites W3125327113 @default.
- W2783503401 cites W4246587917 @default.
- W2783503401 doi "https://doi.org/10.1016/j.jspi.2018.01.002" @default.
- W2783503401 hasPublicationYear "2018" @default.
- W2783503401 type Work @default.
- W2783503401 sameAs 2783503401 @default.
- W2783503401 citedByCount "4" @default.
- W2783503401 countsByYear W27835034012019 @default.
- W2783503401 countsByYear W27835034012020 @default.
- W2783503401 countsByYear W27835034012022 @default.
- W2783503401 countsByYear W27835034012023 @default.
- W2783503401 crossrefType "journal-article" @default.
- W2783503401 hasAuthorship W2783503401A5052682803 @default.
- W2783503401 hasAuthorship W2783503401A5091901104 @default.
- W2783503401 hasConcept C105795698 @default.
- W2783503401 hasConcept C132480984 @default.
- W2783503401 hasConcept C149782125 @default.
- W2783503401 hasConcept C151730666 @default.
- W2783503401 hasConcept C199343813 @default.
- W2783503401 hasConcept C2777267654 @default.
- W2783503401 hasConcept C2777686260 @default.
- W2783503401 hasConcept C28826006 @default.
- W2783503401 hasConcept C33923547 @default.
- W2783503401 hasConcept C71924100 @default.
- W2783503401 hasConcept C86803240 @default.
- W2783503401 hasConceptScore W2783503401C105795698 @default.
- W2783503401 hasConceptScore W2783503401C132480984 @default.
- W2783503401 hasConceptScore W2783503401C149782125 @default.
- W2783503401 hasConceptScore W2783503401C151730666 @default.
- W2783503401 hasConceptScore W2783503401C199343813 @default.
- W2783503401 hasConceptScore W2783503401C2777267654 @default.
- W2783503401 hasConceptScore W2783503401C2777686260 @default.
- W2783503401 hasConceptScore W2783503401C28826006 @default.
- W2783503401 hasConceptScore W2783503401C33923547 @default.
- W2783503401 hasConceptScore W2783503401C71924100 @default.
- W2783503401 hasConceptScore W2783503401C86803240 @default.
- W2783503401 hasLocation W27835034011 @default.
- W2783503401 hasOpenAccess W2783503401 @default.
- W2783503401 hasPrimaryLocation W27835034011 @default.
- W2783503401 hasRelatedWork W1592683135 @default.
- W2783503401 hasRelatedWork W162612539 @default.
- W2783503401 hasRelatedWork W2043099224 @default.
- W2783503401 hasRelatedWork W2050686036 @default.
- W2783503401 hasRelatedWork W2051221975 @default.
- W2783503401 hasRelatedWork W2119158312 @default.
- W2783503401 hasRelatedWork W2145366994 @default.
- W2783503401 hasRelatedWork W3037784022 @default.
- W2783503401 hasRelatedWork W3125094566 @default.
- W2783503401 hasRelatedWork W4229963900 @default.
- W2783503401 hasVolume "197" @default.
- W2783503401 isParatext "false" @default.
- W2783503401 isRetracted "false" @default.
- W2783503401 magId "2783503401" @default.
- W2783503401 workType "article" @default.