Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models
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Publication:5507358
DOI10.1002/cjs.11292zbMath1352.62135MaRDI QIDQ5507358
Pierre Lafaye de Micheaux, Pierre Duchesne, Joseph Tagne Tatsinkou
Publication date: 19 December 2016
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11292
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
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Cites Work
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