An omnibus test for the time series model AR(1). (Q1421315)
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scientific article; zbMATH DE number 2032698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An omnibus test for the time series model AR(1). |
scientific article; zbMATH DE number 2032698 |
Statements
An omnibus test for the time series model AR(1). (English)
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26 January 2004
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Goodness-of-fit
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Spectral distribution
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Cramér--von Mises test
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tables
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0.92273253
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0.89058816
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0.8824546
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0.8690719
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0.8615707
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0.8590947
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0.8565159
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