Significance levels of the Box-Pierce portmanteau statistic in finite samples (Q4172825): Difference between revisions

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Latest revision as of 20:13, 19 March 2024

scientific article; zbMATH DE number 3607386
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English
Significance levels of the Box-Pierce portmanteau statistic in finite samples
scientific article; zbMATH DE number 3607386

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    Significance levels of the Box-Pierce portmanteau statistic in finite samples (English)
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    1977
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    Significance Levels
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    Chi Square Approximation
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    Box-Pierce Portmanteau Statistic
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    Finite Samples
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    Stationary Autoregressive-Moving Average Process
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