On residuals and their autocorrelations in fitted time series models

DOI10.1111/j.1467-9574.1971.tb00142.xzbMath0215.54801OpenAlexW2046635284MaRDI QIDQ5618858

David A. Pierce

Publication date: 1971

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1971.tb00142.x

Mathematics Subject Classification ID

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

Cites Work

• The Examination and Analysis of Residuals
• On the Statistical Treatment of Linear Stochastic Difference Equations
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