New goodness-of-fit tests for the error distribution of autoregressive time-series models
type: Item
instance of: scholarly article
title: New goodness-of-fit tests for the error distribution of autoregressive time-series models
zbMATH Open document ID: 1429.62414
DOI: 10.1016/S0167-9473(02)00233-5
author: C. J. Swanepoel
author: W. O. Doku
published in: Computational Statistics and Data Analysis
publication date: 2008-11-04T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62F40
zbMATH DE Number: 5361816
zbMATH Keywords: error distribution
zbMATH Keywords: time-series models
zbMATH Keywords: test for normality
zbMATH Keywords: Shapiro-Wilk test
zbMATH Keywords: score test
zbMATH Keywords: bootstrap
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 5361816