Generalized portmanteau statistics and tests of randomness (Q3738432)

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Generalized portmanteau statistics and tests of randomness
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    Generalized portmanteau statistics and tests of randomness (English)
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    1986
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    randomness
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    parametric portmanteau statistics
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    Box-Pierce
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    Ljung-Box statistics
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    sample autocorrelations
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    rank portmanteau statistic
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    series of exchangeable random variables
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    exact moments
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    rank autocorrelations
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    chi-square asymptotic distribution
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    symbolic manipulation program
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