Estimation of the distribution function of noise in stationary processes
| Year of publication: |
1991
|
|---|---|
| Authors: | Kreiss, J. |
| Published in: |
Metrika. - Springer. - Vol. 38.1991, 1, p. 285-297
|
| Publisher: |
Springer |
| Subject: | Stationary process | linear process | autoregressive moving average process | estimated innovations | empirical distribution function | Brownian bridge | goodness-of-fit tests |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005598723