A complete class of tests when the likelihood is locally asymptotically quadratic. (Q1421313)
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scientific article; zbMATH DE number 2032696
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A complete class of tests when the likelihood is locally asymptotically quadratic. |
scientific article; zbMATH DE number 2032696 |
Statements
A complete class of tests when the likelihood is locally asymptotically quadratic. (English)
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26 January 2004
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Optimal tests
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Asymptotic theory
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Complete class theorems
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Likelihood ratio test
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Dickey-Fuller test
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0.8249167203903198
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0.8115925192832947
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0.7601819038391113
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0.7595133185386658
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0.758109450340271
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