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Diagnostic Checking in Multivariate ARMA Models With Dependent Errors
  Using Normalized Residual Autocorrelations

Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations

19 April 2024
Yacouba Boubacar Mainassara
B. Saussereau
ArXiv (abs)PDFHTMLGithub

Papers citing "Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations"

9 / 9 papers shown
Diagnostic checking of periodic vector autoregressive time series models
  with dependent errors
Diagnostic checking of periodic vector autoregressive time series models with dependent errorsJournal of Multivariate Analysis (J. Multivar. Anal.), 2024
Yacouba Boubacar Mainassara
Eugen Ursu
72
0
0
30 Sep 2024
Portmanteau test for a class of multivariate asymmetric power GARCH
  model
Portmanteau test for a class of multivariate asymmetric power GARCH model
Yacouba Boubacar Mainassara
Othman Kadmiri
B. Saussereau
115
0
0
19 Apr 2024
Estimating weak periodic vector autoregressive time series
Estimating weak periodic vector autoregressive time series
Yacouba Boubacar Mainassara
E. Ursu
112
4
0
19 Apr 2024
Fast calibration of weak FARIMA models
Fast calibration of weak FARIMA modelsE S A I M: Probability & Statistics (ESAIM: P&S), 2022
S. B. Hariz
A. Brouste
Youssef Esstafa
M. Soltane
118
4
0
20 Jun 2022
Diagnostic checking in FARIMA models with uncorrelated but
  non-independent error terms
Diagnostic checking in FARIMA models with uncorrelated but non-independent error termsElectronic Journal of Statistics (EJS), 2019
Yacouba Boubacar Mainassara
Youssef Esstafa
B. Saussereau
136
4
0
29 Nov 2019
Estimating FARIMA models with uncorrelated but non-independent error
  terms
Estimating FARIMA models with uncorrelated but non-independent error termsStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems (JCTPDS), 2019
Yacouba Boubacar Mainassara
Youssef Esstafa
B. Saussereau
174
7
0
16 Oct 2019
Distribution of residual autocorrelations for multiplicative seasonal
  ARMA models with uncorrelated but non-independent error terms
Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but non-independent error terms
Yacouba Boubacar Mainassara
A. Ilmi Amir
63
0
0
08 Feb 2019
Portmanteau test for the asymmetric power GARCH model when the power is
  unknown
Portmanteau test for the asymmetric power GARCH model when the power is unknownStatistical Papers (SP), 2018
Yacouba Boubacar Mainassara
Othman Kadmiri
B. Saussereau
48
2
0
21 Nov 2018
Estimation of weak ARMA models with regime changes
Estimation of weak ARMA models with regime changes
Yacouba Boubacar Mainassara
L. Rabehasaina
40
2
0
24 Jan 2018
1
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