On the finite-sample distribution of modified portmanteau tests for radomness of a Gaussian time series (Q4364965)
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scientific article; zbMATH DE number 1088808
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| English | On the finite-sample distribution of modified portmanteau tests for radomness of a Gaussian time series |
scientific article; zbMATH DE number 1088808 |
Statements
On the finite-sample distribution of modified portmanteau tests for radomness of a Gaussian time series (English)
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17 November 1999
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Fisher's and Hotellings's variance-stabilising transformations
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sample autocorrelation
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