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含移动平均残差的自回归过程参数的大样本估计
A. M. WALKER; Large-sample estimation of parameters for autoregressive processes with moving-average residuals, Biometrika, Volume 49, Issue 1-2, 1 January 1962
论移动平均过程连续观测样本极限广义方差的 Durbin 公式
A. M. WALKER; On Durbin's formula for the limiting generalized variance of a sample of consecutive observations from a moving-average process, Biometrika, Volum
具有正态残差的平稳时间序列谱分布函数的拟合优度检验
A. M. WALKER; A GOODNESS OF FIT TEST FOR SPECTRAL DISTRIBUTION FUNCTIONS OF STATIONARY TIME SERIES WITH NORMAL RESIDUALS, Biometrika, Volume 43, Issue 3-4, 1 De
线性自回归模型拟合优度检验的渐近功效函数性质
Summary Quenouille (1947), and Bartlett and Diananda (1950), have given large sample goodness-of-fit tests of the hypothesis that a time series can be represented by a linear autoregressive scheme with independent residuals. Asymptotic power functions of these tests are derived for alternative hypotheses specified by linear autoregressive schemes of higher order with independent residuals, and of the same or higher order with residuals among which there exists dependence of…