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Distribution of the cross‐correlations of squared residuals in ARIMA models
Author(s) -
Wong Heung,
Li W. K.
Publication year - 2004
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3316029
Subject(s) - autoregressive integrated moving average , library science , mathematics , statistics , distribution (mathematics) , computer science , time series , mathematical analysis