Estimation of the distribution function of noise in stationary processes
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Publication:1179289
DOI10.1007/BF02613623zbMath0735.62085OpenAlexW2021335204MaRDI QIDQ1179289
Publication date: 26 June 1992
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/176361
Brownian bridgegoodness-of-fit testsautoregressive moving average processempirical distribution function of estimated innovationslinear and stationary stochastic process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Order statistics; empirical distribution functions (62G30)
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