Generalized portmanteau statistics and tests of randomness (Q3738432): Difference between revisions

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+Asymptotic efficiency of rank tests of randomness against autocorrelation
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+Q5631966
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+Normal rank
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+The Rank Version of von Neumann's Ratio Test for Randomness
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+COMPARATIVE POWER STUDIES FOR GOODNESS OF FIT TESTS OF TIME SERIES MODELS
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+Significance levels of the Box-Pierce portmanteau statistic in finite samples
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+RANK TESTS FOR SERIAL DEPENDENCE
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+Normal rank
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+Nonparametric testing for time series: A bibliography
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+Some robust exact results on sample autocorrelations and tests of randomness
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+Nonparametric tests of randomness against autocorrelated normal alternatives
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+Q5543905
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+Normal rank
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+Linear serial rank tests for randomness against ARMA alternatives
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+Testing for randomness against autocorrelation: Alternative tests
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+On a measure of lack of fit in time series models
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+Normal rank
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+The Efficiencies of Tests of Randomness Against Normal Regression
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+An Exact Test for Randomness in the Non-Parametric Case Based on Serial Correlation
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