ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS (Q3313160): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1983.tb00359.x / rank
 
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Latest revision as of 11:47, 14 June 2024

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ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS
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    ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS (English)
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    1983
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    asymptotic relative efficiency
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    autocorrelation function
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    normal process
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    frequency domain tests of fit
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    autoregressive moving average time series models
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