"A comparative study of the finite-sample performance of some portmanteau ..."

Andy C. C. Kwan, Ah-Boon Sim, Yangru Wu (2005)

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DOI: 10.1016/J.CSDA.2004.01.003

access: closed

type: Journal Article

metadata version: 2020-02-18

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Andy C. C. Kwan, Ah-Boon Sim, Yangru Wu:
A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series. Comput. Stat. Data Anal. 48(2): 391-413 (2005)

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