A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test
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Publication:1965891
DOI10.1016/S0304-4149(97)00086-0zbMath0936.62101MaRDI QIDQ1965891
Publication date: 1 March 2000
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Statistical aspects of information-theoretic topics (62B10)
Related Items (4)
A test for randomness against ARMA alternatives. ⋮ A Simple Test for White Noise in Functional Time Series ⋮ Testing discrete-valued time series for whiteness ⋮ Testing non-parametric hypotheses for stationary processes by estimating minimal distances
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