On the Distribution of Residual Autocorrelations in Box-Jenkins Models-Reference-Cited by-同舟云学术

On the Distribution of Residual Autocorrelations in Box-Jenkins Models

Published:1978-07 Issue:3 Volume:40 Page:296-302
ISSN:0035-9246
Container-title:Journal of the Royal Statistical Society: Series B (Methodological)
language:en
Short-container-title:Journal of the Royal Statistical Society: Series B (Methodological)

Author:

McLeod A. I.¹

Affiliation:

1. Department of Statistics; University of Waterloo; Ontario Canada

Publisher

Wiley

Subject

Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.2517-6161.1978.tb01042.x/fullpdf

Reference16 articles.

1. The Lindeberg-Levy theorem for martingales;Billingsley;Proc. Amer. Math. Soc.,1961

2. Box , G. E. P. Hillmer , S. C. Tiao , G. C. 1976 Analysis and modelling of seasonal time series NBER-CENSUS Conference on Seasonal Time Series Washington, D.C.

3. Letter to the Editor;Box;Technometrics,1972

4. Distribution of the residual autocorrelations in autoregressive-integrated moving average time series models;Box;J. Amer. Statist. Ass.,1970

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