SOME POWER STUDIES OF A PORTMANTEAU TEST OF TIME-SERIES MODEL SPECIFICATION

被引:40
作者
DAVIES, N [1 ]
NEWBOLD, P [1 ]
机构
[1] UNIV NOTTINGHAM,DEPT MATH,NOTTINGHAM NG7 2RD,ENGLAND
关键词
D O I
10.1093/biomet/66.1.153
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
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页码:153 / 155
页数:3
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[4]   MEASURE OF LACK OF FIT IN TIME-SERIES MODELS [J].
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