{"id":{"repo_id":"nps","oai_identifier":"oai:calhoun.nps.edu:10945/22145"},"canonical_url":"https://search.dev.ndltd.org/etd/nps/oai:calhoun.nps.edu:10945/22145","repository":{"repo_id":"nps","name":"Naval Postgraduate School","base_url":"https://calhoun.nps.edu/server/oai/request"},"display":{"title":"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 the form: Ɛ(ʈ)=ƿ(1)Ɛ(ʈ-1)+ƿ(4)Ɛ(ʈ-4)+ƞ(ʈ) in the general model Y=Xβ+Ɛ. 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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."]},{"key":"dc:title","label":"Title","values":["Tests for fourth order autoregressive processes."]}]}],"canonical_facts":{"dc:contributor.advisor":["Boger, Dan C."],"dc:contributor.department":["Operations Research"],"dc:creator":["Foster, Robert L. Jr."],"dc:date":["September 1986"],"dc:date.accessioned":["2012-11-27T00:18:26Z"],"dc:date.available":["2012-11-27T00:18:26Z"],"dc:date.issued":["1986-09"],"dc:description.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 the form: Ɛ(ʈ)=ƿ(1)Ɛ(ʈ-1)+ƿ(4)Ɛ(ʈ-4)+ƞ(ʈ) in the general model Y=Xβ+Ɛ. 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."],"dc:identifier.uri":["https://hdl.handle.net/10945/22145"],"dc:language.iso":["en_US"],"dc:rights":["This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States."],"dc:title":["Tests for fourth order autoregressive processes."],"dc:type":["Thesis"]},"updated_at":"2026-07-27T20:25:31Z"}