Model Checking via Parametric Bootstraps in Time Series Analysis
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Publication:4843973
DOI10.2307/2347612zbMath0825.62698OpenAlexW2479834910MaRDI QIDQ4843973
Publication date: 17 August 1995
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2347612
stationaryempirical distribution functionspectral density functiontime reversibilityreproducibilitydiagnostic statistics
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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