ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS (Q3313160)

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ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS
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    ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS (English)
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    1983
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    asymptotic relative efficiency
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    autocorrelation function
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    normal process
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    frequency domain tests of fit
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    autoregressive moving average time series models
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