On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model (Q1927481)

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scientific article; zbMATH DE number 6120266
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On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model
scientific article; zbMATH DE number 6120266

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    On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model (English)
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    1 January 2013
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    vector time series
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    autocovariance matrices
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    diagnostic checking
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