Probl. Peredachi Inf., 1991 Volume 27, Issue 4, Pages 70–75
(Mi ppi583)
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This article is cited in
2 papers
Methods of Signal Processing
Nonstationarity Criterion for a Gaussian Time-Series Autoregressive Model with a Close Alternative
Ya. Kormosh,
V. I. Piterbarg
Abstract:
he limiting distribution is derived for the likelihood ratio in testing the hypothesis of stationarity of an autoregressive time series.
UDC:
621.391.1:519.27
Received: 12.01.1990
English version:
Problems of Information Transmission, 1991,
27:4,
334–338
Bibliographic databases:
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