The restricted likelihood ratio test for autoregressive processes (Q2930894)
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scientific article; zbMATH DE number 6371623
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The restricted likelihood ratio test for autoregressive processes |
scientific article; zbMATH DE number 6371623 |
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The restricted likelihood ratio test for autoregressive processes (English)
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20 November 2014
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restricted maximum likelihood
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likelihood ratio test
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partial autocorrelation
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reparametrization
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0.8599773049354553
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0.7965328693389893
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0.7790465354919434
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0.7723374962806702
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