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
scientific article
Language Label Description Also known as
English
Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series
scientific article

    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
    0 references
    0 references
    0 references
    11 January 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    goodness-of-fit
    0 references
    autoregressive processes
    0 references
    marked processes
    0 references
    transformations of processes in inference
    0 references
    0 references