Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
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Publication:1299532
DOI10.1016/S0378-3758(97)00135-3zbMath0942.62099OpenAlexW1975259287MaRDI QIDQ1299532
Youssef Benghabrit, Marc Hallin
Publication date: 21 August 2000
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00135-3
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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