Estimation of the Distribution Function of Noise in Stationary Processes.
Metrika, Tome 38 (1991) no. 2, pp. 285-297
Cet article a éte moissonné depuis la source European Digital Mathematics Library
Mots-clés :
linear and stationary stochastic process, empirical distribution function of estimated innovations, autoregressive moving average process, Brownian bridge, goodness-of-fit tests
@article{MET_1991__38_2_176361,
author = {J.P. Kreiss},
title = {Estimation of the {Distribution} {Function} of {Noise} in {Stationary} {Processes.}},
journal = {Metrika},
pages = {285--297},
year = {1991},
volume = {38},
number = {2},
zbl = {0735.62085},
url = {http://geodesic.mathdoc.fr/item/MET_1991__38_2_176361/}
}
J.P. Kreiss. Estimation of the Distribution Function of Noise in Stationary Processes.. Metrika, Tome 38 (1991) no. 2, pp. 285-297. http://geodesic.mathdoc.fr/item/MET_1991__38_2_176361/