Partial sums of lagged cross-products of AR residuals and a test for white noise (Q1019485): Difference between revisions

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Latest revision as of 15:32, 1 July 2024

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Partial sums of lagged cross-products of AR residuals and a test for white noise
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    Partial sums of lagged cross-products of AR residuals and a test for white noise (English)
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    2 June 2009
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    Brownian motion
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    noncentral chi-square
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    partial sums
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    portmanteau diagnostic check
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    time series
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