THE MULTIVARIATE PORTMANTEAU STATISTIC

被引:302
作者
HOSKING, JRM [1 ]
机构
[1] UNIV SOUTHAMPTON,FAC MATH STUDIES,SOUTHAMPTON SO9 5NH,HAMPSHIRE,ENGLAND
关键词
D O I
10.2307/2287656
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:602 / 608
页数:7
相关论文
共 17 条
[1]  
ALAVI AS, 1973, THESIS U LANCASTER
[2]  
Box G. E. P., 1970, TIME SERIES ANAL FOR, V65, P1509
[3]  
CHITTURI RV, 1976, J AM STAT ASSOC, V71, P223
[4]   DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN MULTIPLE AUTOREGRESSIVE SCHEMES [J].
CHITTURI, RV .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (348) :928-934
[5]   SIGNIFICANCE LEVELS OF BOX-PIERCE PORTMANTEAU STATISTIC IN FINITE SAMPLES [J].
DAVIES, N ;
TRIGGS, CM ;
NEWBOLD, P .
BIOMETRIKA, 1977, 64 (03) :517-522
[6]   VECTOR LINEAR TIME SERIES MODELS [J].
DUNSMUIR, W ;
HANNAN, EJ .
ADVANCES IN APPLIED PROBABILITY, 1976, 8 (02) :339-364
[7]  
FULLER WA, 1976, INTRO STATISTICAL TI
[8]   IDENTIFICATION OF VECTOR MIXED AUTOREGRESSIVE-MOVING AVERAGE SYSTEMS [J].
HANNAN, EJ .
BIOMETRIKA, 1969, 56 (01) :223-&
[9]  
Hannan J., 2013, TECH NOTE, V43153
[10]  
HOSKING JRM, 1980, THESIS U SOUTHAMPTON