Abstract
SUMMARY In order to test for serial correlation in residuals for static time series regression in the presence of missing data, the score principle is applied both to the likelihood conditional on the observation times, and to an unconditional form of likelihood. Asymptotic distributions of the test statistics are established, under both the null hypothesis of no serial correlation, and sequences of local, correlated, alternatives, enabling analytic comparison of efficiency.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Journal of the Royal Statistical Society Series B: Statistical Methodology
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
