Sign Invariance in Goodness-of-Fit Tests for Time Series (Q2742776)
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English | Sign Invariance in Goodness-of-Fit Tests for Time Series |
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Sign Invariance in Goodness-of-Fit Tests for Time Series (English)
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23 September 2001
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time series analysis
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ARMA models
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stationary processes
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standardized spectral distribution
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Kolmogorov-Smirnov statistic
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Cramer-von Mises statistic
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