AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1988.tb00455.x / rank
 
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Revision as of 14:51, 18 June 2024

scientific article
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AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL
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    AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (English)
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    1988
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    time series regression
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    exact small-sample test
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    regression coefficient
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    walk process
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    mean- and scale-invariant
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    most powerful invariant test
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    algorithms
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    Kalman filter
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