Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation (Q1952691)
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scientific article; zbMATH DE number 6169712
| Language | Label | Description | Also known as |
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| English | Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation |
scientific article; zbMATH DE number 6169712 |
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Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation (English)
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3 June 2013
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Summary: We consider a family of proper random variables which converges to an improper random variable. The limit in distribution is found and applied to obtain a closed-form expression for the limiting power of the Cliff-Ord test for autocorrelation. The applications include the theory of characteristic functions of proper random variables, the theory of almost periodic functions, and the test for spatial correlation in a linear regression model.
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