Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2DARMA models

• DOI: 10.48550/arxiv.1710.09497
• Publication Date: 2017-01-01
• Authors: Tomohiro Hayase
• Keywords: Goodness of fit

We introduce a new method to qualify the goodness of fit parameter estimation compound Wishart models. Our based on free deterministic equivalent Z-score, which we in this paper. Furthermore, an application two dimensional autoregressive moving-average model is provided. proposal generalization statistical hypothesis testing one moving average fluctuations real matrices, recent result by Hasegawa, Sakuma and Yoshida.