Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation (Q1952691): Difference between revisions
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English | Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation |
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Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation (English)
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3 June 2013
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Summary: We consider a family of proper random variables which converges to an improper random variable. The limit in distribution is found and applied to obtain a closed-form expression for the limiting power of the Cliff-Ord test for autocorrelation. The applications include the theory of characteristic functions of proper random variables, the theory of almost periodic functions, and the test for spatial correlation in a linear regression model.
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