A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test
type: Item
instance of: scholarly article
title: A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test
zbMATH Open document ID: 0936.62101
DOI: 10.1016/S0304-4149(97)00086-0
author: Abdelkader Mokkadem
published in: Stochastic Processes and their Applications
publication date: 2000-03-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 1409155
zbMATH Keywords: time series
zbMATH Keywords: test for randomness
zbMATH Keywords: goodness-of-fit test
zbMATH Keywords: AR processes
zbMATH Keywords: ARMA processes
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1409155