On the power of Portmanteau... - Researchers

On the power of Portmanteau serial correlation tests

Citation

Fang, Y, Martin, M, O'Neill, T et al 2006, 'On the power of Portmanteau serial correlation tests', Journal of Statistical Computation and Simulation, vol. 76, no. 7, pp. 593 - 604.

Year

2006

ANU Authors

Professor Michael Martin
Professor Terence O'Neill
Professor Steven Roberts

Field of Research

Applied Statistics

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