Dette, Holger; Spreckelsen, Ingrid - In: Stochastic Processes and their Applications 89 (2000) 1, pp. 131-139
In a recent paper, Mokkadem (1997. Stoch. Proc. Appl. 72, 145-149) derived a simple test for randomness against ARMA alternatives. In this note we consider a transformation of the corresponding statistic and present an alternative proof of this result. Through this approach it is demonstrated...