Hypothesis testing for some time-series models: A power comparison

Thavaneswaran, A., Peiris, Shelton . Statistics & Probability Letters 1998. 38 :151-156

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Bibtex

@article{CIS-151652,
  Author = {Thavaneswaran, A. and Peiris, Shelton},
  Title = {Hypothesis testing for some time-series models: A power comparison},
  Journal = {Statistics & Probability Letters},
  Volume = {38},
  Year = {1998},
  Pages = {151--156},
  Keywords = {Autoregressive model, Estimating function}
}

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