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...
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| Datum: | 2000 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2000
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/4521 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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