Separated hypotheses testing for autoregressive models with non-negative residuals (Q5106811)
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scientific article; zbMATH DE number 7191964
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English | Separated hypotheses testing for autoregressive models with non-negative residuals |
scientific article; zbMATH DE number 7191964 |
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Separated hypotheses testing for autoregressive models with non-negative residuals (English)
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22 April 2020
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Akaike information criterion
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autoregressive model
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Cox's test
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model selection
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modified maximum likelihood
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tracking interval
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unit root test
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Vuong's test
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