Goodness of Fit for the Constancy of a Classical Statistical Model Over Time

The classical statistical model relates to n independent random variables having a common distribution. In this paper we consider the situation where the common distribution involves an unknown parameter, and where at time 0<t<1 only the first [nt] random variables are observed.

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Year of publication:	1996
Authors:	Koning, A.J.
Institutions:	Econometrisch Instituut, Faculteit der Economische Wetenschappen
Subject:	STATISTICS \| MODELS

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Series:	Erasmus University of Rotterdam - Econometric Institute.
Type of publication:	Book / Working Paper
Notes:	28 pages
Classification:	C41 - Duration Analysis ; C44 - Statistical Decision Theory; Operations Research
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005775803