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Comportamiento asintótico del correlograma residual

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  • Ubierna, Andrés

Abstract

En este trabajo se formalizan algunos resultados relativos al comportamiento asintótico del correlograma residual que, en la literatura de series temporales, aparecen recurrentemente y son de gran utilidad para la obtención y demostración de algunas propuestas de interés. Como ejemplo, se incluye una derivación del estadístico de Box-Pierce (1970). Length: 20 pages

Suggested Citation

  • Ubierna, Andrés, 2003. "Comportamiento asintótico del correlograma residual," DES - Documentos de Trabajo. Estadística y Econometría. DS ds030101, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:dsrepe:ds030101
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