Pages that link to "Item:Q1112518"
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The following pages link to Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes (Q1112518):
Displayed 11 items.
- Improved chi-squared tests for a composite hypothesis (Q413759) (← links)
- Generalized Cordeiro-Ferrari Bartlett-type adjustment (Q712543) (← links)
- Third-order asymptotic properties of a class of test statistics under a local alternative (Q805099) (← links)
- Refinements in maximum likelihood inference on spatial autocorrelation in panel data (Q888339) (← links)
- Comparison of Bartlett-type adjusted tests in the multiparameter case (Q972893) (← links)
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
- About Second Order Local Power of the Likelihood Ratio, Wald and Score Statistics in First Order Autoregressive and Moving Average Models (Q3155265) (← links)
- BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND (Q3181952) (← links)
- VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (Q3377450) (← links)
- Asymptotic expansions of the distributions of some test statistics in generalized linear models (Q5429697) (← links)
- On large deviation asymptotics of some tests in time series (Q5943801) (← links)