Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness
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Publication:1122275
DOI10.1016/0304-4076(89)90098-5zbMATH Open0675.62063OpenAlexW4240679144MaRDI QIDQ1122275FDOQ1122275
Authors: Jean-Marie Dufour, Roch Roy 
Publication date: 1989
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(89)90098-5
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Cites Work
Cited In (7)
- The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution
- A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
- A note on scale mixtures of skew normal distribution
- Exact permutation tests for non-nested non-linear regression models
- On the distribution of the sample autocorrelation coefficients
- Some robust exact results on sample autocorrelations and tests of randomness
- Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process
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