A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation (Q4455954)
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scientific article; zbMATH DE number 2059387
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| English | A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation |
scientific article; zbMATH DE number 2059387 |
Statements
A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation (English)
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16 March 2004
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Paparoditis statistics
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periodogram
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asymptotic normality
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asymptotic power
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0.9256842
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0.8910301
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0.88866466
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0.88351923
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0.8821827
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