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- W1974227099 abstract "Abstract In a recent paper, Paparoditis [Scand. J. Statist. 27 (2000) 143] proposed a new goodness‐of‐fit test for time series models based on spectral density estimation. The test statistic is based on the distance between a kernel estimator of the ratio of the true and the hypothesized spectral density and the expected value of the estimator under the null and provides a quantification of how well the parametric density fits the sample spectral density. In this paper, we give a detailed asymptotic analysis of the corresponding procedure under fixed alternatives." @default.
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- W1974227099 date "2003-08-07" @default.
- W1974227099 modified "2023-10-15" @default.
- W1974227099 title "A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation" @default.
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- W1974227099 doi "https://doi.org/10.1111/1467-9469.00343" @default.
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