Distribution of the cross‐correlations of squared residuals in ARIMA models (Q4344824)
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scientific article; zbMATH DE number 1036446
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of the cross‐correlations of squared residuals in ARIMA models |
scientific article; zbMATH DE number 1036446 |
Statements
Distribution of the cross‐correlations of squared residuals in ARIMA models (English)
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22 January 1998
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ARIMA models
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ARCH models
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cross-correlation function
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rho-mixing
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portmanteau test
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