The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend-Reference-Cited by-同舟云学术

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The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend

Published:1985-02 Issue:1 Volume:16 Page:54-70
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Swensen Anders Rygh

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference25 articles.

1. Efficiencies of tests and estimators for p-order autoregressive processes when error distribution is nonnormal;Akritas,1980

2. Asymptotic inference in stationary Gaussian time series;Davies;Advan. Appl. Probab.,1973

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