Distribution Free Goodness-of-Fit Tests for Linear Processes
Year of publication: |
2005-01
|
---|---|
Authors: | Delgado, Miguel A. ; Hidalgo, Javier ; Velasco, Carlos |
Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
Subject: | Nonparametric model checking | spectral distribution | linear processes | martingale decomposition | local alternatives | omnibus | smooth and directional tests | long-range alternatives |
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