Separated hypotheses testing for autoregressive models with non-negative residuals (Q5106811)
From MaRDI portal
scientific article; zbMATH DE number 7191964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Separated hypotheses testing for autoregressive models with non-negative residuals |
scientific article; zbMATH DE number 7191964 |
Statements
Separated hypotheses testing for autoregressive models with non-negative residuals (English)
0 references
22 April 2020
0 references
Akaike information criterion
0 references
autoregressive model
0 references
Cox's test
0 references
model selection
0 references
modified maximum likelihood
0 references
tracking interval
0 references
unit root test
0 references
Vuong's test
0 references
