Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573)
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scientific article; zbMATH DE number 5521499
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| English | Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations |
scientific article; zbMATH DE number 5521499 |
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Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (English)
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2 March 2009
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ARCH processes
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autoregressive processes
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bootstrap
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central limit theorem
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goodness-of-fit test
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weak dependence
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0.8120706081390381
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0.8019272089004517
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0.7908795475959778
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0.7901954054832458
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0.789835512638092
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