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20062026
most citedDistribution free goodness-of-fit tests for linear processes

11 citations

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math.ST2006★ 11 cited

Distribution free goodness-of-fit tests for linear processes

Miguel A. Delgado, Javier Hidalgo, Carlos Velasco

This article proposes a class of goodness-of-fit tests for the autocorrelation function of a time series process, including those exhibiting long-range dependence. Test statistics…