Goodness‐of‐fit test for a nonlinear time series
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DOI: 10.1111/j.1467-9892.2009.00633.x
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References listed on IDEAS
- Escanciano, J. Carlos, 2007. "Weak convergence of non-stationary multivariate marked processes with applications to martingale testing," Journal of Multivariate Analysis, Elsevier, vol. 98(7), pages 1321-1336, August.
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