Partial sums of lagged cross-products of AR residuals and a test for white noise
| Year of publication: |
2008
|
|---|---|
| Authors: | Gooijer, Jan |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 17.2008, 3, p. 567-584
|
| Publisher: |
Springer |
| Subject: | Brownian motion | Noncentral chi-square | Partial sums | Portmanteau diagnostic check | Time series |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005004330