Correlation Test for Mean-shift Model with AR(1) Errors
Jianfeng Wang · Shuxue de shijian yu renshi · 2009
This article discusses the linear mean-shift model with AR(1) errors,studying the autocorrelation test,bring about the Score test statistics and likelihood ratio test statistics regarding the error correlation.Further,the results are extended to the nonlinear mean-shift models with error AR(1).We also give a numerical example to illustrate the practicability of the test methods.