scientific article; zbMATH DE number 5280142

MaRDI QIDQ3498084zbMATH OpenFDO

Authors T. W. Anderson, Michael A. Stephens

Publication date 28 May 2008

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Goodness-of-fit tests for autoregressive processes
• Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting
• New goodness-of-fit tests for the error distribution of autoregressive time-series models
• Goodness-of-fit tests for binomial AR(1) processes
• A goodness-of-fit test for a class of autoregressive conditional duration models
• A nonparametric goodness-of-fit test for a class of parametric autoregressive models
• A goodness-of-fit test of the errors in nonlinear autoregressive time series models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3498084)