相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。The generalised autocovariance function
Tommaso Proietti et al.
JOURNAL OF ECONOMETRICS (2015)
Asymptotic theory for stationary processes
Wei Biao Wu
Statistics and Its Interface (2013)
The Variance Profile
Alessandra Luati et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2012)
Feature Matching in Time Series Modeling
Yingcun Xia et al.
STATISTICAL SCIENCE (2011)
On the asymptotic properties of multivariate sample autocovariances
GN Boshnakov
JOURNAL OF MULTIVARIATE ANALYSIS (2005)
A generalized portmanteau goodness-of-fit test for time series models
WW Chen et al.
ECONOMETRIC THEORY (2004)
分享论文
