Partial sums of lagged cross-products of AR residuals and a test for white noise

Jan G. Gooijer

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2008, vol. 17, issue 3, 567-584

Keywords: Brownian motion; Noncentral chi-square; Partial sums; Portmanteau diagnostic check; Time series; 62F03; 62M10 (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s11749-007-0058-6

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