Знаковые критерии проверки гипотезы о порядке уравнения в модели скользящего среднего

ISSN 1812-3368. Вестник МГТУ им. Н.Э. Баумана. Сер. Естественные науки. 2016. № 6

Goryainov V.B.

— Dr. Sci. (Phys.-Math.), Professor of Mathematical Modelling Department,

Bauman Moscow State Technical University (2-ya Baumanskaya ul. 5, Moscow, 105005

Russian Federation).

Goryainova E.R.

— Cand. Sci. (Phys.-Math.), Assoc. Professor of Faculty of Economic

Sciences, Department of Mathematics, National Research University Higher School

of Economics (Myasnitskaya ul. 20, Moscow, 101000 Russian Federation).

Please cite this article in English as:

Goryainov V.B., Goryainova E.R. Sign Test for Hypothesis about the Order of Equation in

Moving Average Model.

Vestn. Mosk. Gos. Tekh. Univ. im. N.E. Baumana, Estestv. Nauki

[Herald of the Bauman Moscow State Tech. Univ., Nat. Sci.], 2016, no. 6, pp. 4–15.

DOI: 10.18698/1812-3368-2016-6-4-15