Asymptotic properties of some tests for autocorrelation (Q3713444)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of some tests for autocorrelation |
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Asymptotic properties of some tests for autocorrelation (English)
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1986
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efficient score test
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Gaussian process
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Lagrange multiplier test
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likelihood ratio test
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spectrum
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time domain
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frequency domain
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tests for autocorrelation
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local alternatives
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