Goodness-of-fit test using residuals in infinite-order autoregressive models (Q2510704)
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scientific article; zbMATH DE number 6324385
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| English | Goodness-of-fit test using residuals in infinite-order autoregressive models |
scientific article; zbMATH DE number 6324385 |
Statements
Goodness-of-fit test using residuals in infinite-order autoregressive models (English)
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1 August 2014
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goodness-of-fit test
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Bickel-Rosenblatt test
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residual
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autoregressive model
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limiting distribution
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0.9084848165512084
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0.8659453392028809
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0.8496092557907104
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0.8028246164321899
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0.7974554896354675
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