Locally asymptotically rank-based procedures for testing autoregressive moving average dependence
The problem of testing a given autoregressive moving average (ARMA) model (in which the density of the generating white noise is unspecified) against other ARMA models is considered. A distribution-free asymptotically most powerful test, based on a generalized linear serial rank statistic, is provid...
Salvato in:
| Pubblicato in: | Proc Natl Acad Sci U S A |
|---|---|
| Autori principali: | , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
National Academy of Sciences
1988
|
| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.govhttps://pmc.ncbi.nlm.nih.gov/articles/PMC279922/ https://ncbi.nlm.nih.govhttps://pubmed.ncbi.nlm.nih.gov/16593917/ https://ncbi.nlm.nih.govhttps://doi.org/10.1073/pnas.85.7.2031 |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|