SIGNIFICANCE LEVELS OF BOX-PIERCE PORTMANTEAU STATISTIC IN FINITE SAMPLES

被引：77

作者：

DAVIES, N

TRIGGS, CM

NEWBOLD, P

机构：

[1] TRENT POLYTECH,DEPT MATH SCI,NOTTINGHAM,ENGLAND

[2] UNIV NOTTINGHAM,DEPT MATH,NOTTINGHAM NG7 2RD,ENGLAND

来源：

BIOMETRIKA | 1977年 / 64卷 / 03期

关键词：

D O I：

10.2307/2345327

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：517 / 522

页数：6

共 9 条

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Hannan J., 2013, TECH NOTE, V43153

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BIOMETRIKA, 1948, 35 (3-4) :255-260

[6]

MORAN PAP, 1947, BIOMETRIKA, V34, P281

[7] EXPERIENCE WITH FORECASTING UNIVARIATE TIME SERIES AND COMBINATION OF FORECASTS [J].

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GRANGER, CWJ .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1974, 137 :131-165

[8] MODELING MACROECONOMIC TIME-SERIES [J].

PROTHERO, DL ;

WALLIS, KF .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1976, 139 :468-500

[9] INEQUALITY FOR TRACE OF PRODUCT OF 2 SYMMETRIC MATRICES [J].

THEOBALD, CM .

MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1975, 77 (MAR) :265-267

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