Large-Sample Tests of Homogeneity for Time Series Models
研究了检验多个自回归过程是否同质的似然比统计量，推导了原假设和一系列备择假设下的极限分布，并将结果推广到混合自回归移动平均过程。
Limit distributions both under the null and a sequence of alternative hypotheses are derived for the likelihood ratio and related statistics for testing the homogeneity of several autoregressive processes. These results are extended to mixed autoregressive and moving average processes.