scientific article; zbMATH DE number 3810685

zbMATH Open0513.62022MaRDI QIDQ3658905FDOQ3658905

J. M. Sneek

Publication date: 1983

Title of this publication is not available (Why is that?)

zbMATH Keywords

approximationsexpansionsautoregressive moving average modelsratio of quadratic formsexact distribution of sample autocorrelationsKendall methodlinear combination of chi-square distributed variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cited In (2)

• Some robust exact results on sample autocorrelations and tests of randomness
• A simple method for implementing Monte Carlo tests

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