Generalized portmanteau statistics and tests of randomness

DOI10.1080/03610928608829288zbMath0602.62075OpenAlexW2568630534MaRDI QIDQ3738432

Jean-Marie Dufour, Roch Roy

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1866/1511

zbMATH Keywords

randomnessBox-Piercesample autocorrelationsexact momentssymbolic manipulation programchi-square asymptotic distributionrank autocorrelationsLjung-Box statisticsparametric portmanteau statisticsrank portmanteau statisticseries of exchangeable random variables

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

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