Power of the Lagrange multiplier test for certain subdiagonal bilinear models

DOI10.1016/0167-7152(95)00174-3zbMath0861.62042OpenAlexW2062565358MaRDI QIDQ1126139

Joseph Ngatchou-Wandji, Dominique Guégan

Publication date: 29 April 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00174-3

zbMATH Keywords

contiguityLagrange multiplier testlocal powersequence of bilinear alternatives

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

A nonparametric goodness-of-fit test for a class of parametric autoregressive models ⋮ Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence

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