重庆理工大学学报(自然科学版)2016,Vol.30Issue(11):155-161,7.DOI:10.3969/j.issn.1674-8425(z).2016.11.025
核实数据下非线性模型的序列相关性检验
Testing for Serial Correlation in Nonlinear Model with Validation Data
摘要
Abstract
This paper considers the serial correlation testing for nonlinear model with validation data, and uses the empirical likelihood method to establish the testing statistic,and justifies the asymptotic distribution of the statistic.Simulation results indicate that the testing statistic performs well both size and power.关键词
核实数据/非线性模型/序列相关性检验/经验似然Key words
validation data/nonlinear model/serial correlation test/empirical likelihood分类
数理科学引用本文复制引用
刘锋,何卓,谭祥勇..核实数据下非线性模型的序列相关性检验[J].重庆理工大学学报(自然科学版),2016,30(11):155-161,7.基金项目
国家自然科学基金资助项目(11471060);重庆理工大学研究生创新基金资助项目 ()