An omnibus test for the time series model AR(1). (Q1421315): Difference between revisions

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+Goodness of fit tests for spectral distributions
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+Goodness-of-fit tests for autoregressive processes
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+Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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+Sign Invariance in Goodness-of-Fit Tests for Time Series
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+Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain
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+ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U<sub>p</sub>-STATISTIC
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+On Spectral Analysis of Stationary Time Series
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+Gaussian limit fields for the integrated periodogram
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+Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
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+Tests of fit for the logistic distribution based on the empirical distribution function
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