An omnibus test for departures from constant mean (Q918601)
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scientific article; zbMATH DE number 4159886
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An omnibus test for departures from constant mean |
scientific article; zbMATH DE number 4159886 |
Statements
An omnibus test for departures from constant mean (English)
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1990
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nonparametric regression
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nonstandard likelihood asymptotics
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tests for constant mean
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ARIMA model
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likelihood ratio test
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Brownian motion
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ratio of error variance to Brownian motion variance
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maximum likelihood
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finite sample size behavior
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B-statistic
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0.8632779
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0.8597954
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