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Sign Tests in Moving-Average Model

Authors: Goryainova E.R., Goryainov V.B. Published: 05.03.2014
Published in issue: #1(28)/2008  
DOI:

 
Category: Mathematics and Mechanics  
Keywords:

The locally most powerful sign tests to check hypotheses on independence of observations are constructed for q-order moving-average process. Statistics of the offered tests are free from the distribution. Their precise distribution is found; the asymptotic normality is proved.