An Omnibus Test for Time Series ModelI(d)

DOI10.1080/03610910802439139zbMath1161.62055OpenAlexW2082814993MaRDI QIDQ3616257

Melvin J. Hinich, Terence Tai-Leung Chong

Publication date: 24 March 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802439139

zbMATH Keywords

long memoryspectral distributionCramér-von Mises testfractionally integrated process

Mathematics Subject Classification ID

Cites Work

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• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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