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>Testing coefficients of AR and bilinear time series models by a graphical approach
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Testing coefficients of AR and bilinear time series models by a graphical approach
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机译:通过图形方法测试AR和双线性时间序列模型的系数
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摘要
AR and bilinear time series models are expressed as time series chain graphical models, based on which, it is shown that the coefficients of AR and bilinear models are the conditional correlation coefficients conditioned on the other components of the time series. Then a graphically based procedure is proposed to test the significance of the coefficients of AR and bilinear time series. Simulations show that our procedure performs well both in sizes and powers.
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