About Second Order Local Power of the Likelihood Ratio, Wald and Score Statistics in First Order Autoregressive and Moving Average Models (Q3155265)
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scientific article; zbMATH DE number 2128233
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| English | About Second Order Local Power of the Likelihood Ratio, Wald and Score Statistics in First Order Autoregressive and Moving Average Models |
scientific article; zbMATH DE number 2128233 |
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About Second Order Local Power of the Likelihood Ratio, Wald and Score Statistics in First Order Autoregressive and Moving Average Models (English)
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14 January 2005
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ARMA models
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time series
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chi-square distributions
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power functions
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0.7801148891448975
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0.7783324718475342
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0.7769134044647217
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0.7663435339927673
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