Repeated significance tests for stationary arm processes
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Publication:4721461
DOI10.1080/07474948608836095zbMath0614.62113OpenAlexW2085734806MaRDI QIDQ4721461
Publication date: 1986
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474948608836095
invariance principleslocal asymptotic normalitygoodness-of-fit testscontiguous alternativesARMA processessequential hypothesis testingautoregressive moving average processesrepeated significance testsestimation of scoreslocally asymptotic Wiener property
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10)
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