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- Publisher Website: 10.1093/biomet/72.3.686
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Article: Distribution of residual autocorrelations in multivariate autoregressive index models
Title | Distribution of residual autocorrelations in multivariate autoregressive index models |
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Authors | |
Keywords | Index Series Portmanteau Statistic Residual Autocorrelation |
Issue Date | 1985 |
Publisher | Oxford 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? |
Abstract | The 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 Identifier | http://hdl.handle.net/10722/172368 |
ISSN | 2023 Impact Factor: 2.4 2023 SCImago Journal Rankings: 3.358 |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Li, WK | en_US |
dc.date.accessioned | 2012-10-30T06:22:10Z | - |
dc.date.available | 2012-10-30T06:22:10Z | - |
dc.date.issued | 1985 | en_US |
dc.identifier.citation | Biometrika, 1985, v. 72 n. 3, p. 686-688 | en_US |
dc.identifier.issn | 0006-3444 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/172368 | - |
dc.description.abstract | The 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.language | eng | en_US |
dc.publisher | Oxford University Press. The Journal's web site is located at http://biomet.oxfordjournals.org/ | en_US |
dc.relation.ispartof | Biometrika | en_US |
dc.subject | Index Series | en_US |
dc.subject | Portmanteau Statistic | en_US |
dc.subject | Residual Autocorrelation | en_US |
dc.title | Distribution of residual autocorrelations in multivariate autoregressive index models | en_US |
dc.type | Article | en_US |
dc.identifier.email | Li, WK: hrntlwk@hku.hk | en_US |
dc.identifier.authority | Li, WK=rp00741 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1093/biomet/72.3.686 | en_US |
dc.identifier.scopus | eid_2-s2.0-0011445874 | en_US |
dc.identifier.volume | 72 | en_US |
dc.identifier.issue | 3 | en_US |
dc.identifier.spage | 686 | en_US |
dc.identifier.epage | 688 | en_US |
dc.publisher.place | United Kingdom | en_US |
dc.identifier.scopusauthorid | Li, WK=14015971200 | en_US |
dc.identifier.issnl | 0006-3444 | - |