A New Diagnostic Text of Model Inadequacy Which Uses the Martingale Difference Criterion

Authors
M. J. Hinich D. M. Patterson
Citation
M. J. Hinich et D. M. Patterson, A New Diagnostic Text of Model Inadequacy Which Uses the Martingale Difference Criterion, Journal of time series analysis, 13(03), 1992, pp. 233
Journal title
Journal of time series analysis → ACNP
ISSN journal
01439782
Volume
13
Issue
03
Year of publication
1992
Database
ICR
SICI code
0143-9782(1992)13:03<233:ANDTOM>2.0.ZU;2-1