| Title |
Testing AR(1) model / |
| Translation of Title |
AR(1) modelio testavimas. |
| Authors |
Rastenė, Irma |
| DOI |
10.15388/LMR.2007.24232 |
| Full Text |
|
| Is Part of |
Lietuvos matematikos rinkinys.. Vilnius. 2007, t. 47, spec. Nr., p. 375-379.. ISSN 0132-2818 |
| Keywords [eng] |
AR(1) model ; changed segment ; partial sums of residuals |
| Abstract [eng] |
In this paper we investigate a simple AR(1) model by testing a presence of changed segment in a data. We suggest test statistics based on a behavior of partial sums of residuals. |
| Published |
Vilnius |
| Type |
Journal article |
| Language |
English |
| Publication date |
2007 |
| CC license |
|
