مرکز منطقه ای اطلاع رساني علوم و فناوري - New goodness-of-fit tests for the error distribution of autoregressive timeseries models

Title of article :

New goodness-of-fit tests for the error distribution of autoregressive timeseries models

Author/Authors :

C. J. Swanepoel، نويسنده , , W. O. Doku، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

333

To page :

340

Keywords :

Score test , Bootstrap , Error distribution , Time-series models , Test for normality , Shapiro–Wilk test

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2003

Journal title :

Computational Statistics and Data Analysis

Record number :

307667

Link To Document :