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

Author(s): Velilla Cerdan, Santiago

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Issued date: 1993-01

Serie/No.: UC3M Working Papers. Statistics and Econometrics
1993-01-01

Keywords: ARMA models , Goodness-of-fit , Residuals , Spectral density , Weak convergence

Rights: Atribución-NoComercial-SinDerivadas 3.0 España

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