Goodness‐of‐fit tests of normality for the innovations in ARMA models (Q4677019)
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scientific article; zbMATH DE number 2169592
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| English | Goodness‐of‐fit tests of normality for the innovations in ARMA models |
scientific article; zbMATH DE number 2169592 |
Statements
Goodness‐of‐fit tests of normality for the innovations in ARMA models (English)
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20 May 2005
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smooth test of normality
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asymptotic distribution
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residuals
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0.8296297192573547
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0.8135210871696472
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0.809194028377533
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0.7967444062232971
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0.793891429901123
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