The multivariate relation between sample covariance matrices of errors and their residuals is an important tool in goodness-of-fit methods. This paper generalizes a widely used relation between sample covariance matrices of errors and their residuals proposed by...
CITATION STYLE
Nguyen Thu, H. (2017). Diagnostic Checks in Multiple Time Series Modelling (pp. 147–158). https://doi.org/10.1007/978-3-319-55789-2_11
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