Robust tests for time series with an application to first-order autoregressive processes (Q3740860)
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 3976152
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust tests for time series with an application to first-order autoregressive processes |
scientific article; zbMATH DE number 3976152 |
Statements
Robust tests for time series with an application to first-order autoregressive processes (English)
0 references
1985
0 references
first-order autoregressive processes
0 references
Rao score statistics
0 references
empirical power comparisons
0 references
Wald statistics
0 references
robust M-estimators
0 references
modified maximum likelihood equations
0 references
time series
0 references
quadratic forms
0 references
asymptotic relative efficiencies
0 references
local alternatives
0 references
estimating equation
0 references
robustness
0 references
0.7439805865287781
0 references
0.7435104846954346
0 references
