摘要
研究了在线性模型下,通过经验似然、欧氏似然及VT,P方法分别检验了序列的相关性,并对三种序列相关检验方法做出了对比.同时进一步对三种序列相关性检验方法进行了数值模拟,模拟结果对未来做类似序列相关性检验的研究有着一定的参考意义.
In this paper,we study the correlation of sequences by empirical likelihood,Euclidean likelihood and VT,P under linear model,and compare the three sequence correlation test methods.At the same time,the three series correlation test methods are numerically simulated.The simulation results have certain reference significance for the future research of similar sequence correlation test.
作者
刘锋
高伟强
贺璟
康新梅
付馨苇
LIU Feng;GAO Wei-qiang;HE Jing;KANG Xin-mei;FU Xin-wei(School of Science,Chongqing University of Technology,Chongqing 400054,China)
出处
《数学的实践与认识》
北大核心
2020年第1期301-306,共6页
Mathematics in Practice and Theory
基金
中国统计科学重点项目(2017LZ27)
国家自然科学基金(11471060,11871124).
关键词
线性模型
序列的相关性检验
经验似然
欧氏似然
linear model
sequence correlation test
empirical likelihood
euclidean likelihood
