AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447): Difference between revisions
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Latest revision as of 19:41, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL |
scientific article |
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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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