Significance levels of the Box-Pierce portmanteau statistic in finite samples (Q4172825)
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scientific article; zbMATH DE number 3607386
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| English | Significance levels of the Box-Pierce portmanteau statistic in finite samples |
scientific article; zbMATH DE number 3607386 |
Statements
Significance levels of the Box-Pierce portmanteau statistic in finite samples (English)
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1977
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Significance Levels
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Chi Square Approximation
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Box-Pierce Portmanteau Statistic
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Finite Samples
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Stationary Autoregressive-Moving Average Process
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