✦ LIBER ✦

DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN NONSTATIONARY AUTOREGRESSIVE PROCESSES

✍ Scribed by Dong Wan Shin; Jong Hyup Lee

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Limiting Distribution of the Residua

✍ Dong Wan Shin 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 226 KB

Distribution of Residual Autocorrelation

✍ Ratnam V. Chitturi 📂 Article 📅 1974 🏛 American Statistical Association 🌐 English ⚖ 809 KB

On the Finite Sample Distribution of Res

✍ Craig F. Ansley and Paul Newbold 📂 Article 📅 1979 🏛 Oxford University Press 🌐 English ⚖ 678 KB

THE DISTRIBUTION OF NONSTATIONARY AUTORE

✍ James C. Spall 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 747 KB

CORRECTION TO “THE DISTRIBUTION OF NONST

✍ J. C. Spall 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 27 KB

Efficient use of higher-lag autocorrelat

✍ LAURENCE BROZE; CHRISTIAN FRANCQ; JEAN-MICHEL ZAKOÏAN 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 382 KB