Partial sums of lagged cross-products of AR residuals and a test for white noise (Q1019485)
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scientific article; zbMATH DE number 5560825
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| English | Partial sums of lagged cross-products of AR residuals and a test for white noise |
scientific article; zbMATH DE number 5560825 |
Statements
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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0.8134661912918091
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0.807442843914032
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0.8000724911689758
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0.7999983429908752
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0.7926511764526367
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