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DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION
Author(s) -
McLeod A. I.
Publication year - 1995
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.1995.tb00260.x
Subject(s) - autoregressive model , citation , vector autoregression , computer science , series (stratigraphy) , library science , mathematics , econometrics , paleontology , biology