An Asymptotic Expansion for the Distribution of the Likelihood Radio Criterion for a Gaussian Autoregressive Moving Average Process Under a Local Alternative
推导了高斯自回归移动平均过程在局部备择假设下似然比检验统计量分布的渐近展开式，并给出了ARMA(1,1)等特殊情形的显式代数公式。
In this paper, we shall derive the asymptotic expansion for the distribution of the likelihood ratio criterion for a Gaussian autoregressive moving average process under a sequence of local alternative hypotheses converging to the null hypothesis with rate of convergence where n is the sample size. Explicit algebraic formulae are presented for certain special cases, including the ARMA(1,1).