Statistical Tests for the Order of a Regression Model Based on a Single Series of Observations
We construct a test for the determination of the order of a linear regression model on the basis of a single series of observations in the case of normally distributed noise with mean value zero and bounded variance. We propose a new equilibrium statistic for the model with infinite (but single) ser...
Збережено в:
| Дата: | 2000 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | Російська Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
2000
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/4521 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| Резюме: | We construct a test for the determination of the order of a linear regression model on the basis of a single series of observations in the case of normally distributed noise with mean value zero and bounded variance. We propose a new equilibrium statistic for the model with infinite (but single) series of observations; by using this statistic, we construct a test for the determination of the order of this model. |
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