On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications

Chafik Bouhaddioui، نويسنده , , Roch Roy، نويسنده ,

فصلنامه با شماره پیاپی سال 2006

11

58

68

Tests for non-correlation , Finite autoregression , Portmanteau statistics , Residual cross-correlations , asymptotic distribution

Statistics and Probability Letters

2006

Statistics and Probability Letters

140620