APPROXIMATE POWER OF HETEROSCEDASTICITY TEST IN NONLINEAR MODELS WITH ARIMA(0,1,0) ERRORS
- ISSN号:1005-1031
- 期刊名称:《高校应用数学学报:英文版(B辑)》
- 时间:0
- 分类:O241.5[理学—计算数学;理学—数学]
- 作者机构:[1]Dept. of Math. , Southeast Univ. , Nanjing 210096,China., [2]Dept. of Math. , Jiangsu Institute of Education,Naniing 210013,China., [3]Dept. of Math. , Zhejiang Univ. , Hangzhou 310027,China.
- 相关基金:Supported by SSFC(04BTJ002),the National Natural Science Foundation of China(10371016) and the Post-Doctorial Grant in Southeast University.
关键词:
ARIMA误差, 渐进线逼近, 异方差性, 非线性模型, 有限样本, ARIMA (0, 1, 0) errors, asymptotic approximation, heteroscedasticity, local power,nonlinear model ,score test.
中文摘要:
这篇论文为估计 20 测试的力量论述一条途径,基于到在连续选择下面的 20 测试的力量的 asymptotic 近似。Themethod 为欧洲兔子数据的 heteroscedasticity 的 20 测试被用于力量计算的问题(Ratkowsky, 1983 ) 。模拟研究被介绍它显示到有限样品的状况的那 theasymptotic 近似在大量参数配置上好。
英文摘要:
This paper presents an approach for estimating power of the score test, based on an asymptotic approximation to the power of the score test under contiguous alternatives. The method is applied to the problem of power calculations for the score test of heteroscedasticity in European rabbit data (Ratkowsky, 1983). Simulation studies are presented which indicate that the asymptotic approximation to the finite-sample situation is good over a wide range of parameter configurations.