Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models (Q4956071)
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scientific article; zbMATH DE number 1452484
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| English | Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models |
scientific article; zbMATH DE number 1452484 |
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Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models (English)
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24 May 2000
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spectral density
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goodness-of-fit
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Whittle estimator
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local alternatives
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asymptotic power
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kernel smoothing
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0.8730363249778748
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0.855695366859436
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0.8523215651512146
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