The Student's t Approximation in a Stationary First Order Autoregressive Model (Q3766682)
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scientific article; zbMATH DE number 4024588
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| English | The Student's t Approximation in a Stationary First Order Autoregressive Model |
scientific article; zbMATH DE number 4024588 |
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The Student's t Approximation in a Stationary First Order Autoregressive Model (English)
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1988
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stationarity
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finite sample
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stationary first order autoregressive model
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empirical distributions
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powers of tests
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Gaussian AR(1) model
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t statistic
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least squares
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Monte Carlo estimates
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quantiles
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Student's t
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approximation
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location
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exogenous variable
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adjustment procedure
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moments
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robustness
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nonnormal error distributions
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0.850721538066864
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0.8075768351554871
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0.7848752737045288
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