Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process (Q969469)
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scientific article; zbMATH DE number 5705292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process |
scientific article; zbMATH DE number 5705292 |
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Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process (English)
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7 May 2010
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ARMA(1, 1)
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local power
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nearly integrated
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nearly white noise process
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0.86975795
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0.8672935
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0.8585365
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0.85797465
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0.8531277
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