| 摘要: |
| 本文研究线性模型中关于误差Markov链齐次性的假设检验问题.利用关于未知参数的拟极大似然估计和鞅差方法，获得了似然比检验统计量的极限分布. |
| 关键词: 线性模型 Markov链 齐次性 假设检验 鞅 |
| DOI： |
| 分类号:O212.1 |
| 基金项目:Supported by the Natural Science Foundation of China (11471105) and the Science Foundation of Education Department of Hubei Province (D20172501). |
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| HYPOTHESIS TESTING IN LINEAR MODELS WITH MARKOV TYPE ERRORS |
|
YAN Hui, HU Hong-chang
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School of Mathematics and Statistics, Hubei Normal University, Huangshi 435002, China
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| Abstract: |
| In this paper, we study the hypothesis testing for the homogeneity of the Markov chain of the errors in linear models. By using the quasi-maximum likelihood estimates (QMLEs) of some unknown parameter and the methods of martingale-difference, the limiting distribution for likelihood ratio test statistics is obtained. |
| Key words: linear model Markov chain homogeneity hypothesis testing martingale |
