On the finite-sample distribution of modified portmanteau tests for randomness of a gaussian time series

Biometrika

Volumn 83, Issue 4, 1996, Pages 938-943

  Kwan, Andy C C ^a   Sim, A H Boon ^b  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Fisher's and Hotelling's variance stabilising transformations; Gaussian time series; Portmanteau test; Randomness; Sample autocorrelation

Indexed keywords

EID: 0040863809     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/83.4.938     Document Type: Article

References (12)

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