Estimation of the Distribution Function of Noise in Stationary Processes.

J.P. Kreiss

Metrika (1991)

  • Volume: 38, Issue: 5, page 285-297
  • ISSN: 0026-1335; 1435-926X/e

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Kreiss, J.P.. "Estimation of the Distribution Function of Noise in Stationary Processes.." Metrika 38.5 (1991): 285-297. <http://eudml.org/doc/176361>.

@article{Kreiss1991,
author = {Kreiss, J.P.},
journal = {Metrika},
keywords = {linear and stationary stochastic process; empirical distribution function of estimated innovations; autoregressive moving average process; Brownian bridge; goodness-of-fit tests},
number = {5},
pages = {285-297},
title = {Estimation of the Distribution Function of Noise in Stationary Processes.},
url = {http://eudml.org/doc/176361},
volume = {38},
year = {1991},
}

TY - JOUR
AU - Kreiss, J.P.
TI - Estimation of the Distribution Function of Noise in Stationary Processes.
JO - Metrika
PY - 1991
VL - 38
IS - 5
SP - 285
EP - 297
KW - linear and stationary stochastic process; empirical distribution function of estimated innovations; autoregressive moving average process; Brownian bridge; goodness-of-fit tests
UR - http://eudml.org/doc/176361
ER -

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