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A goodness-of-fit test for ARMA models based on the standardized sample spectral distribution of the residuals

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URI: https://hdl.handle.net/10016/3679
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ws930101.pdf (489.07 KB)
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1993-01
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ARMA models, Goodness-of-fit, Residuals, Spectral density, Weak convergence
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DES - Working Papers. Statistics and Econometrics. WS