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A test for the equivalence ofkARMA models

โœ Scribed by B. Steece; S. Wood


Publisher
Springer-Verlag
Year
1985
Tongue
English
Weight
516 KB
Volume
10
Category
Article
ISSN
0377-7332

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New critical values for the average equi
โœ E.E.M van Berkum; H.N Linssen; D.A Overdijk ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 614 KB

Consider a sample of size n ยฟ 2 from a normal distribution with mean . In the average equivalence test the hypothesis | | ยฟ is tested versus | | 6 . In this paper the critical value 0 ยก t( ; s; n) ยก of the average equivalence test is discussed, i.e. the hypothesis | | ยฟ is rejected if the observed s