Distribution free goodness-of-fit tests for linear processes

Annals of Statistics

Volumn 33, Issue 6, 2005, Pages 2568-2609

  Delgado, Miguel A ^a   Hidalgo, Javier ^b   Velasco, Carlos ^a  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Linear processes; Local alternatives; Long range alternatives; Martingale decomposition; Nonparametric model checking; Omnibus; Smooth and directional tests; Spectral distribution

Indexed keywords

EID: 33644886281     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053605000000606     Document Type: Article

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