Goodness‐of‐fit Test in Parametric Time Series Models

DOI10.1111/1467-9892.00108zbMath0919.62109OpenAlexW2061267310MaRDI QIDQ4221436

Kathryn A. Prewitt

Publication date: 16 August 1999

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00108

zbMATH Keywords

time serieskernel estimatesspectral densitybandwithdata-adaptive method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items (3)

Bootstrap specification tests for linear covariance stationary processes ⋮ Testing the Fit of a Vector Autoregressive Moving Average Model ⋮ Distribution free goodness-of-fit tests for linear processes

This page was built for publication: Goodness‐of‐fit Test in Parametric Time Series Models