Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses (Q1955291): Difference between revisions

Summary: This paper studies the hypothesis testing in generalized linear models with functional coefficient autoregressive (FCA) processes. The quasi-maximum likelihood (QML) estimators are given, which extend the estimators of \textit{H. Hu} [Math. Probl. Eng. 2010, Article ID 956907, 30 p. (2010; Zbl 1189.62111)] and \textit{R.A. Maller} [Stochastic Processes Appl. 105, No. 1, 33--67(2003; Zbl 1075.60507)]. Asymptotic chi-square distributions of pseudo likelihood ratio (LR) statistics are investigated.