The asymptotic distribution of differentiable functions of standardised least squares residuals from stochastic processes /

Bibliographic Details
Main Author:	Huggins, Richard M. (Author)
Format:	Book
Language:	English
Published:	College Station, Texas : Department of Statistics, Texas A & M University, [1989]
Series:	Technical report (Texas A & M University. Department of Statistics) ; no. 42.
Subjects:	Least squares. Error analysis (Mathematics) Asymptotic distribution (Probability theory) Stochastic processes. Autoregression (Statistics) Statistical hypothesis testing > Asymptotic theory. Mathematical statistics. Statistics > Parametric inference > Asymptotic properties of tests. Standardised residuals Standardized residuals Asymptotic normality

Description
Abstract:	Conditions are given under which the asymptotic distribution of a function of the standardised residuals from fitting a model to a stochastic process is normal. The results are illustrated by an application to a first order autoregressive process with independently and identically distributed errors.
Physical Description:	13 leaves, 1 unnumbered leaf ; 28 cm
Bibliography:	Includes bibliographical references (leaf 13).