Testing normality for linear AR(p) models
文献类型：期刊论文
| 作者 | Ip, WC; Wong, H; Chen, M
|
| 刊名 | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
 |
| 出版日期 | 2004-04-01 |
| 卷号 | 33期号:4页码:891-908 |
| 关键词 | testing normality goodness of fit statistic Cramer-Von Mises statistic study of power |
| ISSN号 | 0361-0926 |
| 英文摘要 | This paper proposes a nonparametric mixed test for normality of linear autoregressive time series. The test is based on the best one-step forecast in mean square with time reverse. The test statistic is the mixture of a goodness of fit statistic and Cramer-Von Mises statistic. Some asymptotic properties are developed for the test. Simulated results have shown that the test is easy to use and has good powers. Three examples of applying the test to real data. are also included. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000220482600008 |
| 出版者 | MARCEL DEKKER INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/19630]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Ip, WC |
| 作者单位 | 1.Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Ip, WC,Wong, H,Chen, M. Testing normality for linear AR(p) models[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2004,33(4):891-908. |
| APA | Ip, WC,Wong, H,&Chen, M.(2004).Testing normality for linear AR(p) models.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,33(4),891-908. |
| MLA | Ip, WC,et al."Testing normality for linear AR(p) models".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 33.4(2004):891-908. |
入库方式： OAI收割
来源：数学与系统科学研究院
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