scientific article

zbMATH Open0496.62077MaRDI QIDQ3960004FDOQ3960004

Folmer Risager

Publication date: 1981

Title of this publication is not available (Why is that?)

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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