Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Weak convergence of marked empirical processes for focused inference on AR(p) vs AR(p+1) stationary time series |
scientific article; zbMATH DE number 6124713
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series |
scientific article; zbMATH DE number 6124713 |
Statements
Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (English)
0 references
11 January 2013
0 references
goodness-of-fit
0 references
autoregressive processes
0 references
marked processes
0 references
transformations of processes in inference
0 references
0 references
0 references
0 references
0 references
0.7889008522033691
0 references
0.7830326557159424
0 references
0.7814782857894897
0 references
0.7704675197601318
0 references
