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Revision as of 04:37, 16 February 2024
scientific article; zbMATH DE number 4001264
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English | No label defined |
scientific article; zbMATH DE number 4001264 |
Statements
1987
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locally asymptotically optimal tests for randomness
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asymptotic distribution
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ARMA alternative
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asymptotically maximin most powerful test statistic
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Box-Pierce statistic
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linear serial statistics
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testing white noise against autocorrelated alternatives
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Ljung-Box portmanteau statistics
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