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A Large-Sample Test for the Goodness of Fit of Autoregressive Schemes

✍ Scribed by M. H. Quenouille


Book ID
125765324
Publisher
Blackwell Publishing
Year
1947
Tongue
English
Weight
571 KB
Volume
110
Category
Article
ISSN
0952-8385

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We derive a nonparametric test for discriminating between generalized autoregressive models. This test is a modiÿcation of the nonparametric tests proposed in Diebolt and Ngatchou Wandji (Prà epublications Mathà ematiques de l'Università e Paris-Nord, vol. 96-04) and Diebolt et al. (Scand. J. Statis