Pages that link to "Item:Q820209"

The following pages link to On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209):

Displaying 8 items.

• A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals (Q583758) (← links)
• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
• On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
• On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
• On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model (Q1927481) (← links)
• On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications (Q2489791) (← links)
• Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627) (← links)
• On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)