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Tests of serial independence based on the cumulated periodogram

Durbin, J. and Brown, R. (1967) Tests of serial independence based on the cumulated periodogram. Bulletin of the International Statistical Institute , 42 pp. 1039-1048.

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Type:Article
Title:Tests of serial independence based on the cumulated periodogram
Publisher version:http://isi.cbs.nl/bulletin.htm
Language:English
UCL classification:UCL > School of Arts and Social Sciences > Faculty of Social and Historical Sciences > Economics

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