Distribution of the cross-correlations of squared residuals in ARIMA models

Canadian Journal of Statistics

Volumn 24, Issue 4, 1996, Pages 489-502

  Wong, H ^a   Li, W K ^a  

^a NONE

Author keywords

ARIMA and ARCH models; Cross correlation function; Portmanteau test; mixing

Indexed keywords

EID: 0030344038     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315329     Document Type: Article

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