- Volume 12 Issue 1
Three test statistics are proposed for the presence of seasonality in multiplicative seasonal time series models. Further their common limiting distribution is derived under some assumptions.
- Biometrika v.71 Large sample tests of homogeneity for time series models Basawa, I. v.;Billard, L.;Srinivasan, R.
- Time Series Analysis: Forecasting and Control, 2nd ed. Box, G.E.P.;Jenkins, G.M.
- J.Roy.Statist.Soc.B v.38 Maximum likelihood estimation for dependent observations Crowder, M.J.
- Duke Math, Journal v.15 The central limit theorem for dependent random variables Hodffding, W.;Robbins, H.
- Journal of the Korean Statistical Society v.22 no.1 Test of homogeneity for a panel of Seasonal Autoregressive Processes Lee, S. D.
- Trans. Amer. Math. Soc. v.54 Tests of statistical hypotheses concerning several parameters when the number of observations is large Wald, A.