An omnibus test for departures from constant mean (Q918601)
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: An omnibus test for departures from constant mean |
scientific article; zbMATH DE number 4159886
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An omnibus test for departures from constant mean |
scientific article; zbMATH DE number 4159886 |
Statements
An omnibus test for departures from constant mean (English)
0 references
1990
0 references
nonparametric regression
0 references
nonstandard likelihood asymptotics
0 references
tests for constant mean
0 references
ARIMA model
0 references
likelihood ratio test
0 references
Brownian motion
0 references
ratio of error variance to Brownian motion variance
0 references
maximum likelihood
0 references
finite sample size behavior
0 references
B-statistic
0 references
0.8632779
0 references
0.8597954
0 references
0 references
