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 ...
Several new tests are proposed for examining the adequacy of a family of parametric models against large nonparametric alternatives. These tests formally check if the bias vector of residuals from ...
Introduces methods, theory, and applications of linear statistical models, covering topics such as estimation, residual diagnostics, goodness of fit, transformations, and various strategies for ...
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