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Linear and quadratic serial rank tests for randomness against serial dependence

par Hallin, Marc ;Ingenbleek, Jean-François ;Puri, Madan Lal
Référence Journal of Time Series Analysis, 8, 4, page (409-424)
Publication Publié, 1987

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Titre:	Linear and quadratic serial rank tests for randomness against serial dependence
Auteur:	Hallin, Marc; Ingenbleek, Jean-François; Puri, Madan Lal
Informations sur la publication:	Journal of Time Series Analysis, 8, 4, page (409-424)
Statut de publication:	Publié, 1987
Sujet CREF:	Economie
Mots-clés:	ARMA models
	asymptotically maximin most powerful tests
	asymptotically most powerful tests
	Box‐Pierce portmanteau test
	quadratic rank tests
	Rank tests for serial dependence
Note générale:	SCOPUS: ar.j
	FLWNA
Langue:	Anglais
Identificateurs:	urn:issn:0143-9782
	info:doi/10.1111/j.1467-9892.1987.tb00004.x
	info:scp/84986817330
	RePEc:ulb:ulbeco:2013/2009
	mh-0015