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scientific article
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scientific article

    Statements

    author
    Marc Hallin
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    Madan Lal Puri
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    publication date
    1985
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    zbMATH Keywords
    chi-square type tests
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    testing randomness
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    contiguous specified ARMA alternatives
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    unspecified alternatives
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    optimal tests
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    quadratic serial rank statistics
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    maximin most powerful quadratic test statistic
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    asymptotic efficiency
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    portmanteau statistic
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62G10
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    62M07
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    zbMATH DE Number
    3940524
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