Distribution of Residual Autocorrelations in Multiple Autoregressive Schemes

DOI10.2307/2286165zbMath0296.62057OpenAlexW4240000024MaRDI QIDQ4049962

Ratnam V. Chitturi

Publication date: 1974

Full work available at URL: https://doi.org/10.2307/2286165

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Exact distribution theory in statistics (62E15)

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