摘要
讨论了具有AR(1)误差的线性均值漂移模型,研究了自相关性的检验问题,导出了关于误差相关性的Score检验统计量和似然比检验统计量,并把它推广到误差项为AR(1)非线性均值漂移模型.本文还给出了一个数值例子说明检验方法的实用性.
This article discusses the linear mean-shift model with AR（1） errors, studying the autocorrelation test, bring about the Score test statistics and likelihood ratio test statistics regarding the error correlation. Further, the results are extended to the nonlinear mean-shift models with error AR（1）. We also give a numerical example to illustrate the practicability of the test methods.
出处
《数学的实践与认识》
CSCD
北大核心
2009年第2期88-94,共7页
Mathematics in Practice and Theory
