Local power of Kolmogorov's and omega-squared type criteria in autoregression (Q785922)
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scientific article; zbMATH DE number 7233308
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| English | Local power of Kolmogorov's and omega-squared type criteria in autoregression |
scientific article; zbMATH DE number 7233308 |
Statements
Local power of Kolmogorov's and omega-squared type criteria in autoregression (English)
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12 August 2020
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autoregression
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stationary AR(\(p\)) model
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distribution of innovations
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0.9322304129600524
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0.8285085558891296
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0.8265017867088318
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0.7892826795578003
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