A note on a specification test for time series models based on spectral density estimation

Scandinavian Journal of Statistics

Volumn 30, Issue 3, 2003, Pages 481-491

  Dette, Holger ^a   Spreckelsen, Ingrid ^b  

^a RUHR UNIVERSITY BOCHUM   (Germany)

^b WestLB   (Germany)

Author keywords

Goodness of fit test; Kernel estimator; Periodogram; Whittle estimator

Indexed keywords

EID: 0042863326     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00343     Document Type: Article

References (10)

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