On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530): Difference between revisions

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+Computation of the theoretical autocovariance function for a vector arma process
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+Stochastic Comparison of Tests
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+The Approximate Slopes of Econometric Tests
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+Consistent Testing for Serial Correlation of Unknown Form
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+Testing the Fit of a Vector Autoregressive Moving Average Model
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+Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
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