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...
Uloženo v:
| Vydáno v: | Proc Natl Acad Sci U S A |
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| Hlavní autoři: | , |
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
National Academy of Sciences
1988
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| Témata: | |
| On-line přístup: | 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 |
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