Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
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Publication:4956071
DOI10.1111/1467-9469.00184zbMath0940.62084OpenAlexW2164145443MaRDI QIDQ4956071
Publication date: 24 May 2000
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00184
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)
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