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1. 1. Goodness-of-fit in Multivariate Time Series

   Författare :Huong Nguyen Thu; Campus de Getafe Facultad de Ciencias Sociales y Jurıdicas Department of Statistics Universidad Carlos III de Madrid; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

   Sammanfattning : Goodness-of-fit is an important task in time series analysis. In this thesis, wepropose a new family of statistics and a new goodness-of-fit process for the wellknownmultivariate autoregressive moving average VARMA(p,q) model.Some preliminary results are studied first for an initial goodness-of-fit method. LÄS MER