A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (Q957120)

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A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
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    A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (English)
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    26 November 2008
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    empirical sizes
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    empirical power
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    portmanteau tests
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    randomness
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