Explicit and exponential bounds for a test on the coefficient of an AR(1) model (Q1907933)
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scientific article; zbMATH DE number 844757
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| English | Explicit and exponential bounds for a test on the coefficient of an AR(1) model |
scientific article; zbMATH DE number 844757 |
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Explicit and exponential bounds for a test on the coefficient of an AR(1) model (English)
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20 May 1996
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symmetrical distributed noise
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exponential separating rate
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testing correlation coefficients
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critical power
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first-order autoregressive process
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AR(1) model
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symmetric innovation distribution
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conditional distributions
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exponential bounds
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critical level
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power
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0.7659175992012024
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0.7502472996711731
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0.7451967000961304
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0.7423853278160095
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0.7418447136878967
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