|
|||||
|
|
Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models |
|
| Authors: | Pierre Duchesne Pierre Lafaye De Micheaux Joseph Tagne Tatsinkou |
| Affiliation: | 1. Département de mathématiques et de statistique, Université de Montréal, Montréal, Canada;2. School of Mathematics and Statistics, University of New South Wales, Sydney, Australia |
| Abstract: | |
| Keywords: | Data‐driven approach Goodness‐of‐fit test orthonormal functions smooth test MSC 2010: Primary 62M10 secondary 62F03 62F12 |