GENERALIZED PORTMANTEAU STATISTICS AND TESTS OF RANDOMNESS

[1] ASYMPTOTIC EFFICIENCY OF RANK-TESTS OF RANDOMNESS AGAINST AUTO-CORRELATION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1981, 33 (02) : 255 - 262

[2] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[3] ANSLEY CF, 1979, BIOMETRIKA, V66, P547

[4] BARTELS R, 1982, J AM STAT ASSOC, V77, P40, DOI 10.2307/2287767

[5] BHATTACHARYYA GK, 1984, HDB STATISTICS, V4, P89

[6] Box G. E. P., 1976, TIME SERIES ANAL FOR

[7] Box GEP, 1970, J AM STAT ASSOC, V65, P1509, DOI DOI 10.2307/2284333

[8] SOME POWER STUDIES OF A PORTMANTEAU TEST OF TIME-SERIES MODEL SPECIFICATION [J]. BIOMETRIKA, 1979, 66 (01) : 153 - 155

[9] SIGNIFICANCE LEVELS OF BOX-PIERCE PORTMANTEAU STATISTIC IN FINITE SAMPLES [J]. BIOMETRIKA, 1977, 64 (03) : 517 - 522

[10] Dufour J.-M., 1981, Journal of Time Series Analysis, V2, P117, DOI 10.1111/j.1467-9892.1981.tb00317.x

[1] ASYMPTOTIC EFFICIENCY OF RANK-TESTS OF RANDOMNESS AGAINST AUTO-CORRELATION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1981, 33 (02) : 255 - 262

[2] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[3] ANSLEY CF, 1979, BIOMETRIKA, V66, P547

[4] BARTELS R, 1982, J AM STAT ASSOC, V77, P40, DOI 10.2307/2287767

[5] BHATTACHARYYA GK, 1984, HDB STATISTICS, V4, P89

[6] Box G. E. P., 1976, TIME SERIES ANAL FOR

[7] Box GEP, 1970, J AM STAT ASSOC, V65, P1509, DOI DOI 10.2307/2284333

[8] SOME POWER STUDIES OF A PORTMANTEAU TEST OF TIME-SERIES MODEL SPECIFICATION [J]. BIOMETRIKA, 1979, 66 (01) : 153 - 155

[9] SIGNIFICANCE LEVELS OF BOX-PIERCE PORTMANTEAU STATISTIC IN FINITE SAMPLES [J]. BIOMETRIKA, 1977, 64 (03) : 517 - 522

[10] Dufour J.-M., 1981, Journal of Time Series Analysis, V2, P117, DOI 10.1111/j.1467-9892.1981.tb00317.x