We present a goodness-of-fit test for time series models based on the discrete spectral average estimator. Unlike current tests of goodness of fit, the asymptotic distribution of our test statistic ...
A new goodness-of-fit test for time series models is proposed. The test statistic is based on the distance between a kernel estimator of the ratio between the true and the hypothesized spectral ...
Goodness-of-fit testing is a cornerstone of statistical methodology, providing robust means to assess whether empirical data align with a hypothesised distribution. Such tests underpin diverse ...
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