The mechanics of the procedure for building space-time autoregressive moving average (STARMA) models is dependent upon the form of 'G,' the variance-covariance matrix of the underlying errors.
This paper presents large sample tests of the hypotheses that 'G' is diagonal and that 'G' equals o-squared times I. Tables of the critical values for these tests are constructed. Formulas and 20 references are included. (Author abstract modified)
Downloads
Similar Publications
- Cognitive and contextual influences in determination of latent fingerprint suitability for identification judgments
- Just Science Podcast: Just All Hands On DECK for Drug Endangered Youth
- Two-Stage Approach for the Inference of the Source of High-Dimension and Complex Chemical Data in Forensic Science