A power comparison between autocorrelation based tests

Ben Hajria, R; Khardani, S; Raissi, H

Ben Hajria, R (reprint author), Univ Monastir, Fac Sci Monastir, LGM ENIM, Monastir, Tunisia.

STATISTICS & PROBABILITY LETTERS, 2018; 143 (): 1

Abstract

In this paper we provide an asymptotic theoretical power comparison in the Bahadur sense, between the portmanteau and Breusch Godfrey Lagrange Multipl......

Full Text Link