New goodness-of-fit tests for the error distribution of autoregressive time-series models (Q951930): Difference between revisions

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+Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
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+Q4101268
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+Q3730807
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+Bootstrap methods: another look at the jackknife
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+Robust estimation for the coefficient of a first order autoregressive process
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+A Test for Normality of Observations and Regression Residuals
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+On the Bickel-Rosenblatt test for first-order autoregressive models
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+An analysis of variance test for normality (complete samples)
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+Goodness-of-fit tests based on estimated expectations of probability integral transformed order statistics
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+Time Series Models in Non-Normal Situations: Symmetric Innovations
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