Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
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Publication:5754963
DOI10.1198/016214505000001050zbMath1119.62359OpenAlexW2135643467MaRDI QIDQ5754963
Publication date: 20 August 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://www.unav.edu/documents/10174/6546776/1132757196_wp0205.pdf
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)
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