Showing 1 - 5 of 5
The testing of a computing model for a stationary time series is a standard task in statistics. When a parametric approach is used to model the time series, the question of goodness-of-fit arises. In this paper, we employ the empirical likelihood for an a-mixing process and formulate a statistic...
Persistent link: https://www.econbiz.de/10010310402
The testing of a computing model for a stationary time series is a standard task in statistics. When a parametric approach is used to model the time series, the question of goodness-of-fit arises. In this paper, we employ the empirical likelihood for an a-mixing process and formulate a statistic...
Persistent link: https://www.econbiz.de/10009612573
Persistent link: https://www.econbiz.de/10001580375
Persistent link: https://www.econbiz.de/10001750003
The testing of a computing model for a stationary time series is a standard task in statistics. When a parametric approach is used to model the time series, the question of goodness-of-fit arises. In this paper, we employ the empirical likelihood for an a-mixing process and formulate a statistic...
Persistent link: https://www.econbiz.de/10010983709