Pages that link to "Item:Q4344824"
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The following pages link to Distribution of the cross‐correlations of squared residuals in ARIMA models (Q4344824):
Displaying 4 items.
- On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications (Q2489791) (← links)
- On testing for causality in variance between two multivariate time series (Q5218935) (← links)
- Testing for correlation between two time series using a parametric bootstrap (Q5861478) (← links)
- Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) (← links)