PERCENTAGE POINTS AND POWER OF AK-S TYPE TEST FOR LINEARITY IN AUTOREGRESSIVE TIME SERIES  

作　　者：陈敏 吴国富 

出　　处：《Acta Mathematicae Applicatae Sinica》2001年第4期433-442,共10页应用数学学报（英文版）

基　　金：a Grant from the Natural Sciences and Engineering Research Council of Canada. This research is supported in part by the Nation

摘　　要：The empirical upper percentage points of the null distribution of a Kolmogorov-Smirnov type test for checking linearity in autoregressive models are tabulated in this paper, and the good power property of the test is demonstrated.The empirical upper percentage points of the null distribution of a Kolmogorov-Smirnov type test for checking linearity in autoregressive models are tabulated in this paper, and the good power property of the test is demonstrated.

关 键 词：Kolmogorov-Smirnov type test LINEARITY empirical upper percentage points Monte Carlo simulations 

分 类 号：O211.6[理学—概率论与数理统计]