The restricted likelihood ratio test for autoregressive processes (Q2930894)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The restricted likelihood ratio test for autoregressive processes
scientific article

    Statements

    The restricted likelihood ratio test for autoregressive processes (English)
    0 references
    0 references
    0 references
    20 November 2014
    0 references
    0 references
    restricted maximum likelihood
    0 references
    likelihood ratio test
    0 references
    partial autocorrelation
    0 references
    reparametrization
    0 references
    0 references