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Testing coefficients of AR and bilinear time series models by a graphical approach

机译:通过图形方法测试AR和双线性时间序列模型的系数

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.
机译:AR和双线性时间序列模型表示为时间序列链图形模型,在此基础上,表明AR和双线性模型的系数是条件相关系数,该条件相关系数取决于时间序列的其他分量。然后提出了一种基于图形的程序来检验AR和双线性时间序列的系数的显着性。仿真表明,我们的程序在大小和功效上都表现良好。

著录项

  • 作者

    Ip W; Wong H; Li Y; Luo X;

  • 作者单位
  • 年度 2008
  • 总页数
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类

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