Generalized portmanteau statistics and tests of randomness (Q3738432)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized portmanteau statistics and tests of randomness |
scientific article |
Statements
Generalized portmanteau statistics and tests of randomness (English)
0 references
1986
0 references
randomness
0 references
parametric portmanteau statistics
0 references
Box-Pierce
0 references
Ljung-Box statistics
0 references
sample autocorrelations
0 references
rank portmanteau statistic
0 references
series of exchangeable random variables
0 references
exact moments
0 references
rank autocorrelations
0 references
chi-square asymptotic distribution
0 references
symbolic manipulation program
0 references
