A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS (Q4319857)
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scientific article; zbMATH DE number 711397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS |
scientific article; zbMATH DE number 711397 |
Statements
A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS (English)
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15 January 1995
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weak convergence
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causal and invertible ARMA(p,q) model
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standardized sample spectral density
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residuals
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goodness-of-fit procedure
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limiting distribution
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