高校应用数学学报B辑
高校應用數學學報B輯
고교응용수학학보B집
APPLIED MATHEMATICS A JOURNAL OF CHINESE UNIVERSITIES
2005年
4期
423-430
,共8页
林金官%韦博成%张南松
林金官%韋博成%張南鬆
림금관%위박성%장남송
ARIMA(0,1,0) errors,asymptotic approximation,heteroscedasticity,local power,nonlinear model,score test
This paper presents an approach for estimating power of the score test,based on an asymptotic approximation to the power of the score test under contiguous alternatives.The method is applied to the problem of power calculations for the score test of heteroscedasticity in European rabbit data(Ratkowsky,1983).Simulation studies are presented which indicate that the asymptotic approximation to the finite-sample situation is good over a wide range of parameter configurations.
