Bootstrap specification tests for linear covariance stationary processes

This paper discusses goodness-of-fit tests for linear covariance stationary processes based on the empirical spectral distribution function. We can show that the limiting distribution of the tests are functionals of a Gaussian process, say, B ˜ ( ϑ ) with ϑ ∈ [ 0 , 1 ] . Since in general it is not e...

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