The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series

By D. Pena, Julio Rodríguez. 2006

88 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/36a3d07cab9d24962591930993f75a10ff172b29