Large-sample tests of homogeneity for time series models (Q3314790)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3844869
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Large-sample tests of homogeneity for time series models |
scientific article; zbMATH DE number 3844869 |
Statements
Large-sample tests of homogeneity for time series models (English)
0 references
1984
0 references
large-sample tests of homogeneity
0 references
time series models
0 references
autoregressive processes
0 references
likelihood ratio test
0 references
mixed autoregressive-moving average process
0 references
score test
0 references
Wald statistic
0 references
0.8149923086166382
0 references
0.8013713359832764
0 references
0.8009309768676758
0 references
0.800737202167511
0 references
0.7990196943283081
0 references
