scientific article; zbMATH DE number 3782257

MaRDI QIDQ3960004zbMATH OpenFDO

Authors Folmer Risager

Publication date 1981

zbMATH Keywords

Box-Jenkins methodologyestimationGaussian white noiseresidual autocorrelationscrosscorrelationsgeneralized portmanteau lack of fit testsjoint large-sample distributionmodel checking of simple correlated autoregressive processes

Mathematics Subject Classification ID

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

Cited in

(2)

• Large sample inference for a multivariate linear model with autocorrelated errors
• Multivariate contemporaneous ARMA model with hydrological applications

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