Estimation of the distribution function of noise in stationary processes (Q1179289)

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scientific article; zbMATH DE number 24199
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Estimation of the distribution function of noise in stationary processes
scientific article; zbMATH DE number 24199

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    Estimation of the distribution function of noise in stationary processes (English)
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    26 June 1992
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    linear and stationary stochastic process
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    empirical distribution function of estimated innovations
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    autoregressive moving average process
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    Brownian bridge
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    goodness-of-fit tests
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