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Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model
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| Zeitschriftentitel: | Biometrika |
|---|---|
| Personen und Körperschaften: | |
| In: | Biometrika, 84, 1997, 3, S. 733-736 |
| Format: | E-Article |
| Sprache: | Englisch |
| veröffentlicht: |
Oxford University Press (OUP)
|
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Kwan, A. Kwan, A. |
|---|---|
| author |
Kwan, A. |
| spellingShingle |
Kwan, A. Biometrika Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model Applied Mathematics Statistics, Probability and Uncertainty General Agricultural and Biological Sciences Agricultural and Biological Sciences (miscellaneous) General Mathematics Statistics and Probability |
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kwan, a. |
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Kwan, A. 0006-3444 1464-3510 Oxford University Press (OUP) Applied Mathematics Statistics, Probability and Uncertainty General Agricultural and Biological Sciences Agricultural and Biological Sciences (miscellaneous) General Mathematics Statistics and Probability http://dx.doi.org/10.1093/biomet/84.3.733 Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model Biometrika |
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Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model |
| title_unstemmed |
Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model |
| title_full |
Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model |
| title_fullStr |
Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model |
| title_full_unstemmed |
Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model |
| title_short |
Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model |
| title_sort |
further results on the finite-sample distribution of monti's portmanteau test for the adequacy of an arma (p,q) model |
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Applied Mathematics Statistics, Probability and Uncertainty General Agricultural and Biological Sciences Agricultural and Biological Sciences (miscellaneous) General Mathematics Statistics and Probability |
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http://dx.doi.org/10.1093/biomet/84.3.733 |
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| institution | DE-D275, DE-Bn3, DE-Brt1, DE-D161, DE-Gla1, DE-Zi4, DE-15, DE-Rs1, DE-Pl11, DE-105, DE-14, DE-Ch1, DE-L229 |
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| spelling | Kwan, A. 0006-3444 1464-3510 Oxford University Press (OUP) Applied Mathematics Statistics, Probability and Uncertainty General Agricultural and Biological Sciences Agricultural and Biological Sciences (miscellaneous) General Mathematics Statistics and Probability http://dx.doi.org/10.1093/biomet/84.3.733 Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model Biometrika |
| spellingShingle | Kwan, A., Biometrika, Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model, Applied Mathematics, Statistics, Probability and Uncertainty, General Agricultural and Biological Sciences, Agricultural and Biological Sciences (miscellaneous), General Mathematics, Statistics and Probability |
| title | Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model |
| title_full | Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model |
| title_fullStr | Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model |
| title_full_unstemmed | Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model |
| title_short | Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model |
| title_sort | further results on the finite-sample distribution of monti's portmanteau test for the adequacy of an arma (p,q) model |
| title_unstemmed | Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model |
| topic | Applied Mathematics, Statistics, Probability and Uncertainty, General Agricultural and Biological Sciences, Agricultural and Biological Sciences (miscellaneous), General Mathematics, Statistics and Probability |
| url | http://dx.doi.org/10.1093/biomet/84.3.733 |