مرکز منطقه ای اطلاع رساني علوم و فناوري - A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series

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 :

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 :