A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (Q957120)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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