Distribution free goodness-of-fit tests for linear processes (Q817984)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution free goodness-of-fit tests for linear processes |
scientific article |
Statements
Distribution free goodness-of-fit tests for linear processes (English)
0 references
23 March 2006
0 references
nonparametric model checking
0 references
spectral distribution
0 references
linear processes
0 references
martingale decomposition
0 references
local alternatives
0 references
omnibus
0 references
smooth tests
0 references
directional tests
0 references
long-range alternatives
0 references
Whittle estimator
0 references
0 references
0 references
