A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test (Q1965891)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test |
scientific article |
Statements
A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test (English)
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1 March 2000
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time series
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test for randomness
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goodness-of-fit test
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AR processes
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ARMA processes
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