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2 research outputs found
A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
Author
Kwan A.C.C.
Sim A.-B.
Wu Y.
Publication venue
'Elsevier BV'
Publication date
01/01/2005
Field of study
No full text
10.1016/j.csda.2004.01.003Computational Statistics and Data Analysis482391-413CSDA
ScholarBank@NUS
A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
Author
Kwan Andy C.C.
Sim Ah-Boon
Wu Yangru
Publication venue
Publication date
Field of study
No full text
Research Papers in Economics