Estimation of the distribution function of noise in stationary processes

J. Kreiss

Metrika: International Journal for Theoretical and Applied Statistics, 1991, vol. 38, issue 1, 285-297

Keywords: Stationary process; linear process; autoregressive moving average process; estimated innovations; empirical distribution function; Brownian bridge; goodness-of-fit tests (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (9)

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DOI: 10.1007/BF02613623

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