A goodness-of-fit test for marginal distribution of linear random fields with long memory
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- Hira Koul & Nao Mimoto & Donatas Surgailis, 2013. "Goodness-of-fit tests for long memory moving average marginal density," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(2), pages 205-224, February.
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KeywordsDegenerate residual empirical process; Cauchy distribution;
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