Statistical Tests for the Order of a Regression Model Based on a Single Series of Observations

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

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...