On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications (Q2489791)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications |
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On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications (English)
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28 April 2006
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Finite autoregression
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Residual cross-correlations
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Tests for non-correlation
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Portmanteau statistics
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