COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY (Q4449067)
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scientific article; zbMATH DE number 2038232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY |
scientific article; zbMATH DE number 2038232 |
Statements
COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY (English)
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4 February 2004
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Autoregressive model
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Bahadur efficiency
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Inappropriate alteratives
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Lagrange multiplier test
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Moving average model
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Separate (non-nested) tests
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