Neave effect also occurs with Tausworthe sequences
Shu Tezuka
WSC 1991
Abstract. Bonferroni‐type inequalities are used to approximate probabilities of the joint distribution of residual autocorrelation coefficients from an autoregressive moving‐average time series model. The approximations are useful for testing the goodness of fit of the model can be used to find critical values of a test of whether the largest residual autocorrelation is significantly different from zero. The approximation based on the first‐order Bonferroni inequality is simple to use and adequate in practice. Copyright © 1993, Wiley Blackwell. All rights reserved
Shu Tezuka
WSC 1991
Michael E. Henderson
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
Igor Devetak, Andreas Winter
ISIT 2003
Joy Y. Cheng, Daniel P. Sanders, et al.
SPIE Advanced Lithography 2008