New goodness-of-fit tests for the error distribution of autoregressive time-series models (Q951930)
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scientific article; zbMATH DE number 5361816
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| English | New goodness-of-fit tests for the error distribution of autoregressive time-series models |
scientific article; zbMATH DE number 5361816 |
Statements
New goodness-of-fit tests for the error distribution of autoregressive time-series models (English)
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4 November 2008
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error distribution
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time-series models
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test for normality
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Shapiro-Wilk test
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score test
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bootstrap
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0.828474223613739
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0.8261744379997253
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0.8178840279579163
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0.8134333491325378
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0.8127939701080322
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