Model Checking via Parametric Bootstraps in Time Series Analysis
- 1 January 1992
- journal article
- Published by JSTOR in Journal of the Royal Statistical Society Series C: Applied Statistics
- Vol. 41 (1)
- https://doi.org/10.2307/2347612
Abstract
This paper uses parametric bootstraps in conjunction with selected functionals such as the spectral density function to derive methods for model checking in tim...Keywords
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