Generalised portmanteau statistics and tests of randomness : a note on their applications to residuals from a fitted ARMA model
Andy C. C. Kwan and Ah-Boon Sim
| Year of publication: |
1988
|
|---|---|
| Authors: | Kwan, Andy Cheuk-chiu |
| Other Persons: | Sim, Ah-boon (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 4.1988, p. 341-347
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001048713