A NEW TEST FOR NORMALITY IN LINEAR AUTOREGRESSIVE MODELS

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摘要 Anonparametrictestfornormalityoflinearautoregressivetimeseriesisproposedinthispaper.Thetestisbasedonthebestone-stepforecastinmeansquarewithtimereverse.Someasymptotictheoryisdevelopedforthetest,anditisshownthatthetestiseasytouseandhasgoodpowers.Theempiricalpercentagepointstoconductthetestinpracticeareprovidedandthreeexamplesusingrealdataareincluded.
机构地区 不详
出版日期 2002年04月14日(中国期刊网平台首次上网日期,不代表论文的发表时间)
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