SIAM Journal on Numerical Analysis, Vol. 36, No. 5 (Jul. - Sep., 1999), pp. 1636-1658 (23 pages) Hierarchical a posteriori error estimators are introduced and ...
Generalizing Hosking (1980a), the Lagrange-multiplier test procedure is applied to hypotheses concerning multivariate autoregressive moving-average time-series models. The portmanteau and Quenouille ...
When you select the NOINT or NOSCALE option, restrictions are placed on the intercept or scale parameters. Lagrange multiplier, or score, statistics are computed in these cases. These statistics ...
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