Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

DOI10.2307/2284333zbMath0224.62041OpenAlexW2016287239MaRDI QIDQ5630507

David A. Pierce, G. E. P. Box

Publication date: 1970

Full work available at URL: https://semanticscholar.org/paper/7cd4e19b3eeecf086574969a2cc9d5a4b987275b

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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