Testing the hypothesis on the 'drift' of parameters in the moving average model / I. G. Erlikh. // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika. 2009. ? 1. P. 8-11 [Moscow Univ. Math. Bulletin. Vol. 64, N 1, 2009. P. 7-10].

Test statistics for checking the conformity of the moving average model to observations are constructed. The statistics are based on sequential processes constructed using residuals and compatible with the equation for estimation of the unknown parameter of the model postulated. In the stationary case and in the case when the parameters of the model permit a "drift" with respect to time the limiting distributions of the test statistics are obtained.