Lagrange-Multiplier Tests of Time-Series Models
将拉格朗日乘子检验法应用于自回归移动平均时间序列模型的假设检验，推导出混合检验和Quenouille拟合优度检验，并得到两个纯显著性检验。
Summary The Lagrange-multiplier test procedure is applied to hypotheses concerning autoregressive moving-average time-series models. The portmanteau and Quenouille goodness-of fit tests are derived in this manner against specific alternative hypotheses and two other tests are obtained which have the nature of pure significance tests.