Distribution free goodness-of-fit tests for linear processes

Hidalgo, Javier; Delgado, Miguel; and Velasco, Carlos (2005) Distribution free goodness-of-fit tests for linear processes. Annals of Statistics, 33 (6). pp. 2568-2609. ISSN 0090-5364
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Item Type Article
Departments STICERD
Economics
DOI 10.1214/009053605000000606
Date Deposited 14 Jun 2007
URI https://researchonline.lse.ac.uk/id/eprint/936

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