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Statistical inference, in addition to estimating the parameters of a model, includes as its second major domain the hypothesis testing of these estimates. This chapter covers all the tests that can be applied to the general linear dynamic model.

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Testing the Model

  • 章节

  • 发表日期：

    2025年

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  • Francis J. Bismans,
  • Olivier Damette

摘要

Statistical inference, in addition to estimating the parameters of a model, includes as its second major domain the hypothesis testing of these estimates. This chapter covers all the tests that can be applied to the general linear dynamic model.