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Distribution free goodness-of-fit tests for linear processes
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    Distribution free goodness-of-fit tests for linear processes (English)
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    23 March 2006
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    nonparametric model checking
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    spectral distribution
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    linear processes
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    martingale decomposition
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    local alternatives
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    omnibus
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    smooth tests
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    directional tests
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    long-range alternatives
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    Whittle estimator
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