Goodness-of-fit tests of normality for the innovations in ARMA models

Journal of Time Series Analysis

Volumn 25, Issue 3, 2004, Pages 373-395

  Ducharme, Gilles R ^a   De Micheaux, Pierre Lafaye ^a  

^a UNIV MONTPELLIER   (France)

Author keywords

ARMA process; Gaussian white noise; Goodness of fit test; Normality of residuals; Smooth test

Indexed keywords

EID: 2942554882     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2004.01875.x     Document Type: Article

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