Dependent SiZer: Goodness-of-fit tests for time series models

Journal of Applied Statistics

Volumn 31, Issue 8, 2004, Pages 999-1017

  Park, Cheolwoo ^a   Marron, J S ^b   Rondonotti, Vitaliana ^c  

^a Statistical and Applied Mathematical Sciences Institute   (United States)

^b University of North Carolina at Chapel Hill   (United States)

^c EUROPEAN CENTRAL BANK   (Germany)

Author keywords

Autocovariance function; Dependent SiZer; Fractional Gaussian noise; Goodness of fit test; Internet traffic data; SiZer; Time series

Indexed keywords

EID: 8744300950     PISSN: 02664763     EISSN: None     Source Type: Journal    
DOI: 10.1080/0266476042000270554     Document Type: Article

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