Reference health
The Multivariate Portmanteau Statistic
12/12 checkable references clean · checked 2026-09-15
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
5 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 12 checked references that resolve
resolves10.1080/01621459.1970.10481180
Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
resolves10.1080/01621459.1974.10480230
Distribution of Residual Autocorrelations in Multiple Autoregressive Schemes
resolves10.1093/biomet/64.3.517
Significance levels of the Box-Pierce portmanteau statistic in finite samples
resolves10.1080/01621459.1969.10501027
Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
resolves10.1214/aoms/1177697081
A Duality Between Autoregressive and Moving Average Processes Concerning Their Least Squares Parameter Estimates
The 5 references without a DOI — listed, not checked
no DOI — not checkedAlavi , A. S. 1973 . “ASARIMA (b p, d, s, D, q) Models: Some Multivariate Extensions of Box-Jenkins Forecasting,” , University of Lancaster, Dept. of Control Engineering . unpublished PhD thesis
no DOI — not checkedFuller , Wayne A. 1976 . Introduction to Statistical Time Series , New York : John Wiley & Sons .
no DOI — not checkedHannan , E. J. 1969 . “The Identification of Vector Mixed Auto-regressive-Moving Average Systems,” . Biometrika , 56 : 223 – 225 .
no DOI — not checkedHosking , J. R. M. 1980 . “Tests of Time-Series Model Specification,” , University of Southampton, Dept. of Mathematics . unpublished PhD thesis
no DOI — not checkedQuenouille , M. H. 1957 . The Analysis of Multiple Time Series , London : Charles Griffin and Co. .
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