Statistical Tests for the Order of a Regression Model Based on a Single Series of Observations

  • D. V. Shlepakov

Abstract

We construct a test for the determination of the order of a linear regression model on the basis of a single series of observations in the case of normally distributed noise with mean value zero and bounded variance. We propose a new equilibrium statistic for the model with infinite (but single) series of observations; by using this statistic, we construct a test for the determination of the order of this model.
Published
25.08.2000
How to Cite
ShlepakovD. V. “Statistical Tests for the Order of a Regression Model Based on a Single Series of Observations”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 52, no. 8, Aug. 2000, pp. 1148-52, https://umj.imath.kiev.ua/index.php/umj/article/view/4521.
Section
Research articles