Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models (Q4956071)
From MaRDI portal
scientific article; zbMATH DE number 1452484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models |
scientific article; zbMATH DE number 1452484 |
Statements
Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models (English)
0 references
24 May 2000
0 references
spectral density
0 references
goodness-of-fit
0 references
Whittle estimator
0 references
local alternatives
0 references
asymptotic power
0 references
kernel smoothing
0 references
