ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS (Q3313160)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS |
scientific article |
Statements
ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS (English)
0 references
1983
0 references
asymptotic relative efficiency
0 references
autocorrelation function
0 references
normal process
0 references
frequency domain tests of fit
0 references
autoregressive moving average time series models
0 references