Generalized portmanteau statistics and tests of randomness (Q3738432)
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scientific article; zbMATH DE number 3972026
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| English | Generalized portmanteau statistics and tests of randomness |
scientific article; zbMATH DE number 3972026 |
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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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0.9071833
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0.8931782
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0.87857133
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0.8709039
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