New goodness-of-fit tests for the error distribution of autoregressive time-series models.
Conrad Johann SwanepoelW. O. DokuPublished in: Comput. Stat. Data Anal. (2003)
Keyphrases
- autoregressive
- goodness of fit
- moving average
- non stationary
- random fields
- null hypothesis
- autoregressive moving average
- sar images
- cross entropy
- kl divergence
- conditional random fields
- chi square
- feature selection
- information retrieval
- statistical models
- kullback leibler divergence
- logistic regression
- computer vision