×

zbMATH — the first resource for mathematics

The multivariate portmanteau statistic. (English) Zbl 0444.62104

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M07 Non-Markovian processes: hypothesis testing
65C05 Monte Carlo methods
PDF BibTeX XML Cite
Full Text: DOI