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    DOI
    10.2307/2289246
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    author
    Paul D. Koch
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    Shie-Shien Yang
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    publication date
    1986
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    Mathematics Subject Classification ID
    62M10
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    62M07
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    65C99
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    zbMATH DE Number
    3976150
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    zbMATH Keywords
    univariate ARIMA model
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    quadratic form
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    Satterthwaite's procedure
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    Haugh test for independence
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    successive cross-correlation coefficients
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    asymptotic test
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    Monte Carlo study
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    regression F tests
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