On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209)
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scientific article; zbMATH DE number 5017663
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| English | On the asymptotic distribution of residual autocovariances in VARX models with applications |
scientific article; zbMATH DE number 5017663 |
Statements
On the asymptotic distribution of residual autocovariances in VARX models with applications (English)
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6 April 2006
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vector time series
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autocovariance matrices
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diagnostic checking
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tables
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0.8339334726333618
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0.8206101655960083
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0.8185679912567139
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