On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications

Statistics and Probability Letters

Volumn 76, Issue 1, 2006, Pages 58-68

  Bouhaddioui, Chafik ^a   Roy, Roch ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Asymptotic distribution; Finite autoregression; Portmanteau statistics; Residual cross correlations; Tests for non correlation

Indexed keywords

EID: 30944452979     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.07.004     Document Type: Article

References (11)

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