Testing for Serial Correlation in Autoregressive Exogenous Models with Possible GARCH Errors.

Hanqing Li Xiaohui Liu Yuting Chen Yawen Fan

Published in: Entropy (2022)

Keyphrases

autoregressive
moving average
non stationary
random fields
gaussian markov random field
random field models
texture model
sar images
spectrum analysis
autoregressive model
multivariate time series
arma model
bayesian networks
probabilistic model
autoregressive moving average