Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model
| Year of publication: |
1988
|
|---|---|
| Authors: | Kwan, Andy C. C. ; Sim, Ah-Boon |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 26.1988, 4, p. 341-347
|
| Publisher: |
Elsevier |