Testing for ar(1) against ima(1,1) disturbances in the linear regression model (Q4843755)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for ar(1) against ima(1,1) disturbances in the linear regression model |
scientific article; zbMATH DE number 787127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for ar(1) against ima(1,1) disturbances in the linear regression model |
scientific article; zbMATH DE number 787127 |
Statements
Testing for ar(1) against ima(1,1) disturbances in the linear regression model (English)
0 references
17 August 1995
0 references
Lagrange multiplier test
0 references
pure significance test
0 references
point optimal test
0 references
Monte Carlo method
0 references
power
0 references
size
0 references
0 references
0 references
0 references
0 references
