On the asymptotic distribution of residual autocovariances in varx models with applications

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Volumn 14, Issue 2, 2005, Pages 449-473

  Duchesne, Pierre ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Autocovariance matrices; Diagnostic checking; Varx models; Vector time series

Indexed keywords

EID: 31144476252     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02595413     Document Type: Article

References (21)

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