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• W2108278768 abstract "In this article, we looked at power of various versions of Box and Pierce statistic and Cramer von Mises test. An extensive simulation study has been conducted to compare the power of these tests. Algorithms have been provided for the power calculations and comparison has also been made between the semi parametric bootstrap methods used for time series. Results show that Box-Pierce statistic and its various versions have good power against linear time series models but poor power against non linear models while situation reverses for Cramer von Mises test. Moreover, we found that dynamic bootstrap method is better than xed design bootstrap method." @default.
• W2108278768 created "2016-06-24" @default.
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• W2108278768 date "2013-10-21" @default.
• W2108278768 modified "2023-09-28" @default.
• W2108278768 title "Bootstrap Power of Time Series Goodness of fit tests" @default.
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• W2108278768 doi "https://doi.org/10.18187/pjsor.v9i2.547" @default.
• W2108278768 hasPublicationYear "2013" @default.
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