CSpace  > 应用数学研究所
部分线性模型序列相关的经验似然比检验
刘锋1; 陈敏2; 邹捷中1
2006
Source Publication应用数学学报
ISSN0254-3079
Volume29Issue:4Pages:577
Abstract本文研究了部分线性回归模型中误差的序列相关性的检验问题,用经验似然的方法构造检验统计量,得到了零假设下检验统计量的渐近分布,我们的检验方法不但可以检验一阶序列相关,也可以检验高阶序列相关,数值模拟表明检验方法有好的检验功效.
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/45925
Collection应用数学研究所
Affiliation1.中南大学
2.中国科学院数学与系统科学研究院
Recommended Citation
GB/T 7714
刘锋,陈敏,邹捷中. 部分线性模型序列相关的经验似然比检验[J]. 应用数学学报,2006,29(4):577.
APA 刘锋,陈敏,&邹捷中.(2006).部分线性模型序列相关的经验似然比检验.应用数学学报,29(4),577.
MLA 刘锋,et al."部分线性模型序列相关的经验似然比检验".应用数学学报 29.4(2006):577.
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