A goodness-of-fit test for AR(1) models and power against state-space alternatives
T. W. Anderson; Michael A. Stephens
| Year of publication: |
2012
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|---|---|
| Authors: | Anderson, Theodore W. ; Stephens, Michael A. |
| Published in: |
State space and unobserved component models : theory and applications. - Cambridge [u.a.] : Cambridge University Press, ISBN 978-0-521-83595-4. - 2004, p. 92-101
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| Subject: | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | USA | United States | Theorie | Theory | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009719929