Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness

DOI10.1016/0304-4076(89)90098-5zbMath0675.62063OpenAlexW4240679144MaRDI QIDQ1122275

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (7)

Exact permutation tests for non-nested non-linear regression models ⋮ On the distribution of the sample autocorrelation coefficients ⋮ Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process ⋮ A note on scale mixtures of skew normal distribution ⋮ A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series ⋮ The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution ⋮ Some robust exact results on sample autocorrelations and tests of randomness

Cites Work

• Some robust exact results on sample autocorrelations and tests of randomness

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