EFFICIENCIES OF TESTS AND ESTIMATORS FOR P-ORDER AUTOREGRESSIVE PROCESSES WHEN THE ERROR DISTRIBUTION IS NON-NORMAL

被引：14

作者：

AKRITAS, MG

JOHNSON, RA

机构：

[1] MIT,CAMBRIDGE,MA 02139

[2] UNIV WISCONSIN,MADISON,WI 53706

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1982年 / 34卷 / 03期

关键词：

D O I：

10.1007/BF02481055

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：579 / 589

页数：11

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[8] EFFECT OF SERIAL CORRELATION ON PERFORMANCE OF CUSUM TESTS [J].

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Kanter M., 1974, Advances in Applied Probability, V6, P768, DOI 10.2307/1426192

[10]

MARTIN RD, 1979, ROBUSTNESS STATISTIC

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