Distribution-free tests for time series models specification (Q2630201)
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scientific article; zbMATH DE number 6606122
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| English | Distribution-free tests for time series models specification |
scientific article; zbMATH DE number 6606122 |
Statements
Distribution-free tests for time series models specification (English)
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25 July 2016
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optimal tests
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residuals autocorrelation function
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specification tests
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time series models
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dynamic regression model
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0.8156901001930237
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0.8025886416435242
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0.8019841909408569
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0.8017569780349731
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0.7985413074493408
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