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A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS

โœ Scribed by Santiago Velilla


Book ID
111039774
Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
420 KB
Volume
15
Category
Article
ISSN
0143-9782

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The sample entropy, the estimate of the entropy per observation, has been introduced by Vasicek ((1976) A test for normality based on sample entropy, J. Royal Statist. Soc. B 38, 730 -737). In this paper, we provide the sample entropy of order statistics, and present one application of the sample en