Articles with "asymptotic power" as a keyword



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On the Asymptotic Power of Tests of Fit under Local Alternatives in Autoregression

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Published in 2019 at "Mathematical Methods of Statistics"

DOI: 10.3103/s1066530719020042

Abstract: We consider a stationary AR(p) model. The autoregression parameters are unknown as well as the distribution of innovations. Based on the residuals from the parameter estimates, an analog of empirical distribution function is defined and… read more here.

Keywords: asymptotic power; local alternatives; power tests; tests fit ... See more keywords