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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
Official URL: http://www.imstat.org/aos/
Additional Information: (c) 2005 Institute of Mathematical Statistics.
Library of Congress subject classification: H Social Sciences > HA Statistics
Journal of Economic Literature Classification System: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General
Sets: Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Departments > Economics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 14 Jun 2007
URL: http://eprints.lse.ac.uk/936/

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