AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447)
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scientific article; zbMATH DE number 4036987
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| default for all languages | No label defined |
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| English | AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL |
scientific article; zbMATH DE number 4036987 |
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AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (English)
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1988
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time series regression
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exact small-sample test
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regression coefficient
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walk process
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mean- and scale-invariant
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most powerful invariant test
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algorithms
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Kalman filter
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0.9085152
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0.90347344
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0.89416945
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0.89149797
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0.8890761
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0.8886107
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