Given the regression model Yi = m(xi) +?i (xi ? C, i = l,?,n, C a compact set in R) where m is unknown and the random errors {?i} present an ARMA structure, we design a bootstrap method for testing the hypothesis that the regression function follows a general linear model: Ho : m ? {m?(.) = At(.)?
出版机构：Taylor & Francis
刊物名称：Communication in Statistics- Theory and Methods
出版时间：1966
ISSN：0361-0926
数据源：报刊文摘
