Tests for Fourth Order Autoregressive Processes

Abstract

Upper and lower bounds were determined for a variation of Schmidt's statistic using Imhoff's distribution for quadratic forms in normal variables. This statistic is able to detect a fourth order autoregressive disturbance of a certain form a general linear model. To correct for this disturbance and thus yield efficient regression estimates, a data transformation was derived using the inverse of the variance-covariance matrix as defined by Siddiqui. Keywords: Auto correlation; Overhead costs; Cost estimates.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1986
Accession Number
ADA175932

Entities

People

  • Robert L. Foster Jr.

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computations
  • Data Science
  • Detection
  • Distribution Functions
  • Estimators
  • Hypotheses
  • Maximum Likelihood Estimation
  • Normal Distribution
  • Numerical Integration
  • Operations Research
  • Random Variables
  • Schools
  • Stationary Processes
  • Statistics
  • Stochastic Processes
  • Theses
  • United States

Fields of Study

  • Mathematics

Readers

  • Statistical inference.