Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations |
scientific article |
Statements
Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (English)
0 references
2 March 2009
0 references
ARCH processes
0 references
autoregressive processes
0 references
bootstrap
0 references
central limit theorem
0 references
goodness-of-fit test
0 references
weak dependence
0 references