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Sign Test for Hypothesis about the Order of Equation in Moving Average Model
Authors: Goryainov V.B., Goryainova E.R. | Published: 06.12.2016 |
Published in issue: #6(69)/2016 | |
DOI: 10.18698/1812-3368-2016-6-4-15 | |
Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
Keywords: moving average model, hypothesis about the order of the equation, sign test, Tukey distribution |