On goodness of fit of time series models: An application of higher order crossings. (English) Zbl 0476.62074
MSC:
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
62G10 | Nonparametric hypothesis testing |
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
62G10 | Nonparametric hypothesis testing |