Sign Invariance in Goodness-of-Fit Tests for Time Series (Q2742776)

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Sign Invariance in Goodness-of-Fit Tests for Time Series
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    Sign Invariance in Goodness-of-Fit Tests for Time Series (English)
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    23 September 2001
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    time series analysis
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    ARMA models
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    stationary processes
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    standardized spectral distribution
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    Kolmogorov-Smirnov statistic
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    Cramer-von Mises statistic
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