Engineering
a year ago

New method revolutionizes efficient testing for autoregressive processes!

Communication in Statistics- Theory and Methods
Tests in functional autoregressive processes via local asymptotic normality condition
Nesrine Kara-Terki

Paper Summary

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The article discusses how to test the order of a specific type of mathematical process called a functional autoregressive process. The researchers used a method called local asymptotic normality to create efficient tests for determining the order of this process. This method helps in making accurate decisions about the complexity of the process. An example is provided to illustrate the application of these tests in practice.