Spectral density based goodness-of-fit tests for time series models

Scandinavian Journal of Statistics

Volumn 27, Issue 1, 2000, Pages 143-176

  Paparoditis, Efstathios ^a  

^a UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

Bootstrap; Kernel estimators; Periodogram; Whittle estimators

Indexed keywords

EID: 0034340732     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00184     Document Type: Article

References (25)

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