scientific article

zbMath0649.62087MaRDI QIDQ3795105

Ritva Luukkonen, Pentti Saikkonen

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simulationLagrange multiplier testsnonlinear time series modelbilinear modelasymptotic null distributionspower propertiesbilinear and exponential autoregressive alternativeslinear autoregressive moving average time series modelstime domain tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

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