On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications (Q2489791)
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scientific article; zbMATH DE number 5020918
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| English | On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications |
scientific article; zbMATH DE number 5020918 |
Statements
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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0.8481049537658691
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0.8339334726333618
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0.8074057698249817
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0.8004955053329468
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0.7926130294799805
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