Andy C. C. Kwan

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model Economics Letters	2016-01-01	Paper
A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series Computational Statistics and Data Analysis	2008-11-26	Paper
On the finite-sample distribution of modified portmanteau tests for radomness of a Gaussian time series Biometrika	1999-11-17	Paper
Detecting `potential' outliers in time series: Some Monte Carlo evidence on dummy variable plot approaches Journal of Statistical Planning and Inference	1999-11-08	Paper
A comparative study of the finite-sample distribution of some portmanteau tests for univariate time series models Communications in Statistics. Simulation and Computation	1997-05-20	Paper
Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation Economics Letters	1997-02-28	Paper
Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model Biometrika	1997-01-01	Paper

Research outcomes over time

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