Title of article
A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
Author/Authors
Andy C.C. Kwan، نويسنده , , Ah-Boon Sim، نويسنده , , Yangru Wu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
23
From page
391
To page
413
Keywords
Empirical sizes , Empirical power , Portmanteau tests , randomness
Journal title
Computational Statistics and Data Analysis
Serial Year
2005
Journal title
Computational Statistics and Data Analysis
Record number
307895
Link To Document