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Distribution of the Residual Cross-Correlation in Univariate ARMA Time Series Models - MaRDI portal

Distribution of the Residual Cross-Correlation in Univariate ARMA Time Series Models (Q3857609)

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Distribution of the Residual Cross-Correlation in Univariate ARMA Time Series Models
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    1979
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    distribution of residual cross-correlation
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    univariate ARMA time series models
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    Granger causality
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    model identification
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    relationships
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    Distribution of the Residual Cross-Correlation in Univariate ARMA Time Series Models (English)
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