Estimation of the distribution function of noise in stationary processes (Q1179289)
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English | Estimation of the distribution function of noise in stationary processes |
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Estimation of the distribution function of noise in stationary processes (English)
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26 June 1992
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linear and stationary stochastic process
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empirical distribution function of estimated innovations
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autoregressive moving average process
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Brownian bridge
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goodness-of-fit tests
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