Robustness of the Ljung-Box Test and its Rank Equivalent

By Patrick Burns. 2002

53 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/0f5d91475e111389cd9f3957c5f588ad0d2e676f

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The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Richard J. Rendleman
2. Robert A. Connolly
3. Arzu Ozoguz
4. Nikolaos Antonakakis

Citations in the corpus

• Skill, Luck, and Streaky Play on the PGA Tour (2008, background): “Ljung (1986) suggested that no more than 10 lags should be used for the test, and Burns (2002) recommended that the number of lags should not exceed 5% of the length of the series.”