A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
Year of publication: |
2005
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Authors: | Kwan, Andy C.C. ; Sim, Ah-Boon ; Wu, Yangru |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 48.2005, 2, p. 391-413
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Publisher: |
Elsevier |
Saved in:
Online Resource
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