Andy C. C. Kwan

Available identifiers

zbMath Open kwan.andy-c-cMaRDI QIDQ672765

List of research outcomes

Publication	Date of Publication	Type
Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model	2016-01-01	Paper
A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series	2008-11-26	Paper
On the finite-sample distribution of modified portmanteau tests for radomness of a Gaussian time series	1999-11-17	Paper
Detecting `potential' outliers in time series: Some Monte Carlo evidence on dummy variable plot approaches	1999-11-08	Paper
A comparative study of the finite-sample distribution of some portmanteau tests for univariate time series models	1997-05-20	Paper
Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation	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	1997-01-01	Paper

Research outcomes over time

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