Bootstrap Power of Time Series Goodness-of-Fit Tests

Chand, Sohail, Kamal, Shahid . Pakistan Journal of Statistics and Operation Research 2013. 9 (2) :155-170

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Bibtex

@article{CIS-275893,
  Author = {Chand, Sohail and Kamal, Shahid},
  Title = {Bootstrap Power of Time Series Goodness-of-Fit Tests},
  Journal = {Pakistan Journal of Statistics and Operation Research},
  Volume = {9},
  Number = {2},
  Year = {2013},
  Pages = {155--170},
  Keywords = {Exponential smoothing, Smoothing parameter, M-competition, adaptive forecasting, EXCEL Solver, portmanteau tests, bootstrapping}
}

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