Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation

We consider a family of proper random variables which converges to an improper random variable. The limit in distribution is found and applied to obtain a closed-form expression for the limiting power of the Cliff-Ord test for autocorrelation. The applications include the theory of characteristic functions of proper random variables, the theory of almost periodic functions, and the test for spatial correlation in a linear regression model.

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Year of publication:	2011-01-01
Authors:	Mynbaev, Kairat

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Mynbaev, Kairat (2011): Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation. Published in: ISRN Probability and Statistics , Vol. 2012, No. Article ID 926164 (24 October 2012): pp. 1-39.
Classification:	C12 - Hypothesis Testing ; C31 - Cross-Sectional Models; Spatial Models
Source:	BASE

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015235732