On the Bickel-Rosenblatt test for first-order autoregressive models (Q1612967)
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scientific article; zbMATH DE number 1796659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Bickel-Rosenblatt test for first-order autoregressive models |
scientific article; zbMATH DE number 1796659 |
Statements
On the Bickel-Rosenblatt test for first-order autoregressive models (English)
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5 September 2002
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AR(1) process
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Gaussian test
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stationary process
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explosive process
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unstable process
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goodness of fit test
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0.9218901
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0.9115301
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0.9047086
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0.88201135
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