Estimation of the Distribution Function of Noise in Stationary Processes.
Metrika, Tome 38 (1991) no. 2, pp. 285-297.

Voir la notice de l'article provenant de 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
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     author = {J.P. Kreiss},
     title = {Estimation of the {Distribution} {Function} of {Noise} in {Stationary} {Processes.}},
     journal = {Metrika},
     pages = {285--297},
     publisher = {mathdoc},
     volume = {38},
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     url = {http://geodesic.mathdoc.fr/item/MET_1991__38_2_176361/}
}
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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/