Distribution free goodness-of-fit tests for linear processes

Hidalgo, J., Delgado, M. & Velasco, C. (2005). Distribution free goodness-of-fit tests for linear processes. Annals of Statistics, 33(6), 2568-2609. https://doi.org/10.1214/009053605000000606
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Item Type Article
Copyright holders (c) 2005 Institute of Mathematical Statistics.
Departments LSE > Research Centres > STICERD
LSE > Academic Departments > Economics
DOI 10.1214/009053605000000606
Date Deposited 14 Jun 2007
URI https://researchonline.lse.ac.uk/id/eprint/936

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