A nonparametric goodness-of-fit test for a class of parametric autoregressive models
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Publication:1299430
DOI10.1016/S0378-3758(98)00010-XzbMath0982.62048MaRDI QIDQ1299430
Publication date: 7 April 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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