Distribution of the Residual Autocorrelations in Multivariate Arma Time Series Models
- 1 January 1981
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 43 (2) , 231-239
- https://doi.org/10.1111/j.2517-6161.1981.tb01175.x
Abstract
No abstract availableThis publication has 12 references indexed in Scilit:
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- Distribution of the Residual Cross-Correlation in Univariate ARMA Time Series ModelsJournal of the American Statistical Association, 1979
- Likelihood Function of Stationary Multiple Autoregressive Moving Average ModelsJournal of the American Statistical Association, 1979
- The exact likelihood function of multivariate autoregressive-moving average modelsBiometrika, 1979
- On a measure of lack of fit in time series modelsBiometrika, 1978
- Significance levels of the Box-Pierce portmanteau statistic in finite samplesBiometrika, 1977
- Distribution of Residual Autocorrelations in Multiple Autoregressive SchemesJournal of the American Statistical Association, 1974
- The Estimation of Parameters in Multivariate Time Series ModelsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1973
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series ModelsJournal of the American Statistical Association, 1970
- Multiple Time SeriesWiley Series in Probability and Statistics, 1970