Goodness-of-fit tests for autoregressive processes (Q4351573)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Goodness-of-fit tests for autoregressive processes |
scientific article; zbMATH DE number 1053645
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Goodness-of-fit tests for autoregressive processes |
scientific article; zbMATH DE number 1053645 |
Statements
Goodness-of-fit tests for autoregressive processes (English)
0 references
28 August 1997
0 references
goodness-of-fit tests
0 references
Cramér-von Mises statistic
0 references
estimated parameters
0 references
autoregressive processes
0 references
empirical standardized spectral distribution
0 references
0.95030206
0 references
0.9399281
0 references
0.93834865
0 references
0.93401587
0 references
0.9269829
0 references
0.92685795
0 references
0.92445064
0 references