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New goodness-of-fit tests for the error distribution of autoregressive time-series models

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  • Swanepoel, C. J.
  • Doku, W. O.

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  • Swanepoel, C. J. & Doku, W. O., 2003. "New goodness-of-fit tests for the error distribution of autoregressive time-series models," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 333-340, July.
    • Handle: RePEc:eee:csdana:v:43:y:2003:i:3:p:333-340
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    References listed on IDEAS

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    1. David Hinkley, 1974. "A Bibliography of Multivariate Statistical Analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 23(3), pages 439-440, November.
    2. Jan Swanepoel & Francois Van Graan, 2002. "Goodness-Of-Fit Tests Based on Estimated Expectations of Probability Integral Transformed Order Statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 531-542, September.
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