Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: FinTS / rank
 
Normal rank

Revision as of 01:10, 1 March 2024

scientific article
Language Label Description Also known as
English
Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
scientific article

    Statements

    Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (English)
    0 references
    0 references
    2 March 2009
    0 references
    ARCH processes
    0 references
    autoregressive processes
    0 references
    bootstrap
    0 references
    central limit theorem
    0 references
    goodness-of-fit test
    0 references
    weak dependence
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references