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From: Mok-Kong Shen on 3 Apr 2010 06:36
The test statistic of the autocorreoation test for randomness
(see HAC, p.182, X_5) is claimed to approximately follow an N(0,1)
distribution if n-d>=10. I couldn't find any detailed explanation
of this in a dozen of statistic textbooks accessible to me that are
relevant to the issue. Could some expert kindly help?

Thanks in advance.

M. K. Shen
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Prev: 6th Int. Conf. on Technology and Medical Sciences – Announce & Call for Papers
Next: How is the statistic of autocorrelation test for randomness arrived at?