Pages that link to "Item:Q2489791"
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The following pages link to On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications (Q2489791):
Displaying 6 items.
- On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
- On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications (Q2489791) (← links)
- A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series (Q3440748) (← links)
- Distribution of the cross‐correlations of squared residuals in ARIMA models (Q4344824) (← links)
- Forecast mean squared error reductionin the VAR(1) process (Q5123431) (← links)
- Consistent testing for non‐correlation of two cointegrated ARMA time series (Q5421219) (← links)
