A stationary AR(p) model is considered. The autoregression parameters are unknown as well as the distribution of innovations. Based on the residuals from the parametric estimates, an analog of the empirical distribution function is defined and tests of Kolmogorov’s and ω² type are constructed for testing hypotheses on the distribution of innovations. The asymptotic power of these tests under local alternatives is obtained.

中文翻译：

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自回归的Kolmogorov和Omega平方类型标准的本地力量

考虑固定的AR（p）模型。自回归参数以及创新的分布都是未知的。基于从参数估计残差，经验分布函数的模拟的定义和Kolmogorov的测试和ω ²型构造用于在创新的分布假设检验。获得了这些测试在局部替代条件下的渐近能力。