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"Prequential omnibus goodness-of-fit tests for stochastic processes: A ..."

Mhamed-Ali El-Aroui, Olivier Gaudoin (2018)

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DOI: 10.1080/03610918.2017.1291962

access: closed

type: Journal Article

metadata version: 2020-05-10

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Mhamed-Ali El-Aroui, Olivier Gaudoin:
Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study. Commun. Stat. Simul. Comput. 47(3): 747-761 (2018)

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