Owning our 2012 Tesla Model S sometimes feels like possessing an Apple iPad that just happens to also be an electric car, thanks to fairly frequent software updates. The best part is: We don’t have to ...
The Annals of Statistics, Vol. 46, No. 5 (October 2018), pp. 2479-2510 (32 pages) This paper investigates a class of goodness-of-fit tests for fitting an error ...
We present a goodness-of-fit test for time series models based on the discrete spectral average estimator. Unlike current tests of goodness of fit, the asymptotic distribution of our test statistic ...
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