Goodness-of-fit tests for autoregressive processes

Journal of Time Series Analysis

Volumn 18, Issue 4, 1997, Pages 321-339

  Anderson, T W ^a  

^a NONE

Author keywords

Autoregressive processes; Cram r von Mises statistic; Estimated parameters; Goodness of fit tests; Standardized spectral distribution

Indexed keywords

EID: 0041065152     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00053     Document Type: Article

References (13)

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