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Article: Distribution of residual autocorrelations in multivariate autoregressive index models

TitleDistribution of residual autocorrelations in multivariate autoregressive index models
Authors
KeywordsIndex Series
Portmanteau Statistic
Residual Autocorrelation
Issue Date1985
PublisherOxford University Press. The Journal's web site is located at http://biomet.oxfordjournals.org/
Citation
Biometrika, 1985, v. 72 n. 3, p. 686-688 How to Cite?
AbstractThe asymptotic distribution of residual autocorrelations in multivariate autoregressive index models is derived. Generalization of the classical portmanteau statistic for checking model adequacy is discussed. © 1985 Biometrika Trust.
Persistent Identifierhttp://hdl.handle.net/10722/172368
ISSN
2015 Impact Factor: 1.13
2015 SCImago Journal Rankings: 2.801

 

DC FieldValueLanguage
dc.contributor.authorLi, WKen_US
dc.date.accessioned2012-10-30T06:22:10Z-
dc.date.available2012-10-30T06:22:10Z-
dc.date.issued1985en_US
dc.identifier.citationBiometrika, 1985, v. 72 n. 3, p. 686-688en_US
dc.identifier.issn0006-3444en_US
dc.identifier.urihttp://hdl.handle.net/10722/172368-
dc.description.abstractThe asymptotic distribution of residual autocorrelations in multivariate autoregressive index models is derived. Generalization of the classical portmanteau statistic for checking model adequacy is discussed. © 1985 Biometrika Trust.en_US
dc.languageengen_US
dc.publisherOxford University Press. The Journal's web site is located at http://biomet.oxfordjournals.org/en_US
dc.relation.ispartofBiometrikaen_US
dc.subjectIndex Seriesen_US
dc.subjectPortmanteau Statisticen_US
dc.subjectResidual Autocorrelationen_US
dc.titleDistribution of residual autocorrelations in multivariate autoregressive index modelsen_US
dc.typeArticleen_US
dc.identifier.emailLi, WK: hrntlwk@hku.hken_US
dc.identifier.authorityLi, WK=rp00741en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1093/biomet/72.3.686en_US
dc.identifier.scopuseid_2-s2.0-0011445874en_US
dc.identifier.volume72en_US
dc.identifier.issue3en_US
dc.identifier.spage686en_US
dc.identifier.epage688en_US
dc.publisher.placeUnited Kingdomen_US
dc.identifier.scopusauthoridLi, WK=14015971200en_US

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