The estimation of time series models with heavy-tailed innovations has been widely discussed, but corresponding goodness-of-fit tests have attracted less attention, primarily because the ...
In addition to the chi-square test, there are many other statistics for assessing the goodness of fit of the predicted correlation or covariance matrix to the observed matrix. Akaike's (1987) ...
This is a preview. Log in through your library . Abstract Several goodness-of-fit tests of a lifetime distribution have been suggested in the literature; many take into account censoring and/or ...
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