Bootstrap Power of Time Series Goodness of fit tests
نویسندگان
چکیده
منابع مشابه
Goodness-of-fit tests for Markovian time series models: Central limit theory and bootstrap approximations
New goodness-of-fit tests for Markovian models in time series analysis are developed which are based on the difference between a fully nonparametric estimate of the one-step transition distribution function of the observed process and that of the model class postulated under the null hypothesis. The model specification under the null allows for Markovian models, the transition mechanisms of whi...
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متن کاملGoodness-of-fit Tests for Markovian Time Series Models
New goodness-of-fit tests for Markovian models in time series analysis are developed which are based on the difference between a fully nonparametric estimate of the one-step transition distribution function of the observed process and that of the model class postulated under the null hypothesis. The model specification under the null allows for Markovian models the transition mechanism of which...
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ژورنال
عنوان ژورنال: Pakistan Journal of Statistics and Operation Research
سال: 2013
ISSN: 2220-5810,1816-2711
DOI: 10.18187/pjsor.v9i2.547