Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors (Q2244596): Difference between revisions
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Latest revision as of 10:49, 28 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors |
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Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors (English)
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12 November 2021
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contiguity
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efficiency
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LAN
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quadratic mean differentiability
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time series models
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\( \beta \)-ARCH models
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