A test of fit in time series models (Q3909880)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test of fit in time series models |
scientific article |
Statements
A test of fit in time series models (English)
0 references
1981
0 references
goodness-of-fit test statistic
0 references
time series models
0 references
asymptotic power
0 references
small sample properties
0 references
frequency domain
0 references
periodogram
0 references
stationary process
0 references
residual autocorrelations
0 references
