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zbMath0624.62085MaRDI QIDQ3026097

Jean-Marie Dufour, Roch Roy

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Gaussian white noise mean exchangeability simulations spherically symmetric distributions time-series covariances significance level variances sample autocorrelations rank autocorrelation portmanteau statistic tests of randomness Box-Pierce and Ljung-Box statistics chi-square asymptotic distribution exact second moments exact upper limits on critical values Gaussian, independent, model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

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