TY  - RPRT
AU  - García Hiernaux, Alfredo
PY  - 2009
UR  - https://hdl.handle.net/20.500.14352/49249
AB  - The problem of diagnostic checking is tackled from the perspective of the subspace methods. Two statistics are presented and its asymptotic distributions are derived under the null. The procedures generalize the Box-Pierce statistic for single series...
LA  - spa
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Diagnostic checking
KW  - Portmanteau tests
KW  - Subspace methods.
TI  - Diagnostic checking using subspace methods
TY  - technical report
VL  - 2009
ER  -