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Volumn 18, Issue 1, 1997, Pages 61-78

A central limit theorem for m(n) autocovariances

(1)  Keenan, Daniel M a  

a NONE

Author keywords

Autocovariances; Portmanteau test; Stationary process

Indexed keywords


EID: 0142245273     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00039     Document Type: Article
Times cited : (14)

References (16)
  • 2
    • 0000395227 scopus 로고
    • On the asymptotic distribution of the autocorrelations of a sample from a linear stochastic process
    • _ and WALKER, A. M. (1964) On the asymptotic distribution of the autocorrelations of a sample from a linear stochastic process. Ann. Math. Stat. 35, 1296-1303.
    • (1964) Ann. Math. Stat. , vol.35 , pp. 1296-1303
    • Walker, A.M.1
  • 3
    • 0018668866 scopus 로고
    • On the finite sample distribution of residual autocorrelations in autoregressive-moving average models
    • ANSLEY, C. and NEWBOLD, P. (1979) On the finite sample distribution of residual autocorrelations in autoregressive-moving average models. Biometrika 66, 547-54.
    • (1979) Biometrika , vol.66 , pp. 547-554
    • Ansley, C.1    Newbold, P.2
  • 4
    • 0002090746 scopus 로고
    • On the theoretical specification of sampling properties of autocorrelated time series
    • BARTLETT, M. S. (1940) On the theoretical specification of sampling properties of autocorrelated time series. J. R. Stat. Soc. Suppl. 8, 27-41.
    • (1940) J. R. Stat. Soc. Suppl. , vol.8 , pp. 27-41
    • Bartlett, M.S.1
  • 7
    • 84945595789 scopus 로고
    • Distribution of residual autocorrelations in autoregressive-integrated moving average time series models
    • BOX, G. E. P. and PIERCE, D. A. (1970) Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. J. Am. Stat. Assoc. 65, 1509-26.
    • (1970) J. Am. Stat. Assoc. , vol.65 , pp. 1509-1526
    • Box, G.E.P.1    Pierce, D.A.2
  • 9
    • 84978535057 scopus 로고
    • The central limit theorem for sums of functions of mixing sequences
    • DUBROVIN, V. T. and MOSKVIN, D. A. (1979) The central limit theorem for sums of functions of mixing sequences. Theor. Probab. Appl. 24 (3), 560-71.
    • (1979) Theor. Probab. Appl. , vol.24 , Issue.3 , pp. 560-571
    • Dubrovin, V.T.1    Moskvin, D.A.2
  • 13
    • 0001030035 scopus 로고
    • Prediction of multivariate time series of autoregressive model fitting
    • LEWIS, R. and REINSEL, G. C. (1985) Prediction of multivariate time series of autoregressive model fitting. J. Multivariate Anal. 16, 393-411.
    • (1985) J. Multivariate Anal. , vol.16 , pp. 393-411
    • Lewis, R.1    Reinsel, G.C.2
  • 14
    • 0345944640 scopus 로고
    • On some moments and distributions occurring in the theory of linear stochastic processes - II
    • LOMNICKI, Z. A. and ZAREMBA, S. K. (1959) On some moments and distributions occurring in the theory of linear stochastic processes - II. Monatsh. Math. 63, 128-68.
    • (1959) Monatsh. Math. , vol.63 , pp. 128-168
    • Lomnicki, Z.A.1    Zaremba, S.K.2
  • 15
    • 0001209111 scopus 로고
    • A large sample test for the goodness of fit of autoregressive schemes
    • QUENOUILLE, M. H. (1947) A large sample test for the goodness of fit of autoregressive schemes. J. R. Stat. Soc., Ser. A 110, 123-29.
    • (1947) J. R. Stat. Soc., Ser. A , vol.110 , pp. 123-129
    • Quenouille, M.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.