A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series

A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series

10.1016/j.csda.2004.01.003

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Bibliographic Details
Main Authors: Kwan, A.C.C., Sim, A.-B., Wu, Y.
Other Authors: ECONOMICS
Format: Article
Published: 2011
Subjects:
Empirical power
Empirical sizes
Portmanteau tests
Randomness
Online Access:http://scholarbank.nus.edu.sg/handle/10635/22384
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Institution: National University of Singapore
id sg-nus-scholar.10635-22384
record_format dspace
spelling sg-nus-scholar.10635-223842023-10-31T07:41:39Z A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series Kwan, A.C.C. Sim, A.-B. Wu, Y. ECONOMICS Empirical power Empirical sizes Portmanteau tests Randomness 10.1016/j.csda.2004.01.003 Computational Statistics and Data Analysis 48 2 391-413 CSDAD 2011-05-03T08:09:22Z 2011-05-03T08:09:22Z 2005 Article Kwan, A.C.C., Sim, A.-B., Wu, Y. (2005). A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series. Computational Statistics and Data Analysis 48 (2) : 391-413. ScholarBank@NUS Repository. https://doi.org/10.1016/j.csda.2004.01.003 01679473 http://scholarbank.nus.edu.sg/handle/10635/22384 000226328700010 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Empirical power
Empirical sizes
Portmanteau tests
Randomness
spellingShingle Empirical power
Empirical sizes
Portmanteau tests
Randomness
Kwan, A.C.C.
Sim, A.-B.
Wu, Y.
A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
description 10.1016/j.csda.2004.01.003
author2 ECONOMICS
author_facet ECONOMICS
Kwan, A.C.C.
Sim, A.-B.
Wu, Y.
format Article
author Kwan, A.C.C.
Sim, A.-B.
Wu, Y.
author_sort Kwan, A.C.C.
title A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
title_short A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
title_full A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
title_fullStr A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
title_full_unstemmed A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
title_sort comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
publishDate 2011
url http://scholarbank.nus.edu.sg/handle/10635/22384
_version_ 1781410214087491584

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