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scientific article; zbMATH DE number 4001264
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scientific article; zbMATH DE number 4001264

    Statements

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    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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    Identifiers