A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test

Stochastic Processes and their Applications

Volumn 72, Issue 2, 1997, Pages 145-159

  Mokkadem, Abdelkader ^a  

^a UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

AR process; ARMA process; Goodness of fit test; Test for randomness; Time series

Indexed keywords

EID: 0031574563     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(97)00086-0     Document Type: Article

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