Asymptotic properties of some tests for autocorrelation (Q3713444): Difference between revisions

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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Q4082810
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+The prediction variance and related statistics for stationary time series
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+Q4101268
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+Significance levels of the Box-Pierce portmanteau statistic in finite samples
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+Estimation of the Innovation Variance of a Stationary Time Series
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+A test of fit in time series models
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+Q5511769
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+ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS
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+TESTS OF FIT IN TIME SERIES
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