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

e-Archivo Repository

Show simple item record

dc.contributor.author Velilla Cerdan, Santiago
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2009-02-17T10:06:18Z
dc.date.available 2009-02-17T10:06:18Z
dc.date.issued 1993-01
dc.identifier.uri http://hdl.handle.net/10016/3679
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries UC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries 1993-01-01
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other ARMA models
dc.subject.other Goodness-of-fit
dc.subject.other Residuals
dc.subject.other Spectral density
dc.subject.other Weak convergence
dc.title A goodness-of-fit test for ARMA models based on the standardized sample spectral distribution of the residuals
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
 Find Full text

Files in this item

*Click on file's image for preview. (Embargoed files's preview is not supported)


The following license files are associated with this item:

This item appears in the following Collection(s)

Show simple item record