Distribution-free tests for time series models specification (Q2630201)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Distribution-free tests for time series models specification
scientific article

    Statements

    Distribution-free tests for time series models specification (English)
    0 references
    0 references
    0 references
    25 July 2016
    0 references
    0 references
    optimal tests
    0 references
    residuals autocorrelation function
    0 references
    specification tests
    0 references
    time series models
    0 references
    dynamic regression model
    0 references
    0 references