Some robust exact results on sample autocorrelations and tests of randomness (Q1074278)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some robust exact results on sample autocorrelations and tests of randomness |
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Some robust exact results on sample autocorrelations and tests of randomness (English)
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1985
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time series
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exact results on the second moments of sample autocorrelations
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Gaussian and non-Gaussian series
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means
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variances
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covariances
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exchangeable
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Bounds
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white noise
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spherically symmetric distributions
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simulation
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critical values for tests of randomness
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exact second moments of rank autocorrelations
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