On median estimates and tests in autoregressive models (Q1894103)
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scientific article; zbMATH DE number 774895
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| English | On median estimates and tests in autoregressive models |
scientific article; zbMATH DE number 774895 |
Statements
On median estimates and tests in autoregressive models (English)
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12 November 1995
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distribution free median tests
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autoregression
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locally most powerful test
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invariance principle
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stationary process
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consistency
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asymptotic normality
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asymptotic power
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nonstationary model
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tests for stationarity
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0.8598852157592773
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0.8555722832679749
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0.8114104866981506
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0.8081758618354797
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0.8081757426261902
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