Abstract
Journal of the Royal Statistical Society: Series B (Methodological)Volume 51, Issue 2 p. 303-303 CorrigendumFree Access Equivalent Forms of the Multivariate Portmanteau Statistic This article corrects the following: Equivalent Forms of the Multivariate Portmanteau Statistic J. R. M. Hosking, Volume 43Issue 2Journal of the Royal Statistical Society: Series B (Methodological) pages: 261-262 First Published online: December 5, 2018 J. R. M. Hosking, J. R. M. HoskingSearch for more papers by this author J. R. M. Hosking, J. R. M. HoskingSearch for more papers by this author First published: 1989 https://doi.org/10.1111/j.2517-6161.1989.tb01768.xCitations: 1 Address for correspondence: IBM Research Division, Thomas J. Watson Research Center, PO Box 218, Yorktown Heights, NY 10598, USA. AboutPDF ToolsExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat No abstract is available for this article. REFERENCES Chitturi, R. V. (1974) Distribution of residual autocorrelations in multiple autoregressive schemes. J. Amer. Statist. Ass., 69, 928– 934. Hosking, J. R. M. (1981) Lagrange-multiplier tests of multivariate time-series models. J. R. Statist. Soc. B, 43, 219– 230. Citing Literature Volume51, Issue21989Pages 303-303 ReferencesRelatedInformation
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