Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study

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Publication:5084739

DOI10.1080/03610918.2017.1291962OpenAlexW2589224058MaRDI QIDQ5084739FDOQ5084739


Authors: Mhamed-Ali El-Aroui, Olivier Gaudoin Edit this on Wikidata


Publication date: 28 June 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1291962




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