Large-sample tests of homogeneity for time series models
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Publication:3314790
DOI10.1093/biomet/71.1.203zbMath0532.62066OpenAlexW2074155167MaRDI QIDQ3314790
No author found.
Publication date: 1984
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/71.1.203
likelihood ratio testscore testWald statisticautoregressive processestime series modelslarge-sample tests of homogeneitymixed autoregressive-moving average process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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