Some Properties of the Asymptotic Power Functions of Goodness-of-Fit Tests for Linear Autoregressive Schemes
- 1 January 1952
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 14 (1) , 117-134
- https://doi.org/10.1111/j.2517-6161.1952.tb00106.x
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Extensions of Quenouille’s Test for Autoregressive SchemesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1950
- A Large-Sample Test for Moving AveragesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1949
- Approximate Tests of Correlation in Time-SeriesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1949
- A Large-Sample Test for the Goodness of Fit of Autoregressive SchemesJournal of the Royal Statistical Society, 1947
- On the Statistical Treatment of Linear Stochastic Difference EquationsEconometrica, 1943