Distribution free goodness-of-fit tests for linear processes (Q817984)
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scientific article; zbMATH DE number 5014672
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| default for all languages | No label defined |
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| English | Distribution free goodness-of-fit tests for linear processes |
scientific article; zbMATH DE number 5014672 |
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Distribution free goodness-of-fit tests for linear processes (English)
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23 March 2006
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nonparametric model checking
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spectral distribution
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linear processes
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martingale decomposition
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local alternatives
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omnibus
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smooth tests
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directional tests
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long-range alternatives
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Whittle estimator
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0.8376204967498779
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0.8354030251502991
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0.833590567111969
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0.8330798149108887
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