About Second Order Local Power of the Likelihood Ratio, Wald and Score Statistics in First Order Autoregressive and Moving Average Models.
Autor: | Lagos, Bernardo M.1 (AUTHOR) |
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Zdroj: | Communications in Statistics: Theory & Methods. Feb2004, Vol. 33 Issue 2, p367-379. 13p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |