Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses (Q1955291)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6173649
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses |
scientific article; zbMATH DE number 6173649 |
Statements
Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses (English)
0 references
11 June 2013
0 references
Summary: This paper studies the hypothesis testing in generalized linear models with functional coefficient autoregressive (FCA) processes. The quasi-maximum likelihood (QML) estimators are given, which extend the estimators of \textit{H. Hu} [Math. Probl. Eng. 2010, Article ID 956907, 30 p. (2010; Zbl 1189.62111)] and \textit{R.A. Maller} [Stochastic Processes Appl. 105, No. 1, 33--67(2003; Zbl 1075.60507)]. Asymptotic chi-square distributions of pseudo likelihood ratio (LR) statistics are investigated.
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8008908033370972
0 references
0.7891063690185547
0 references
0.7734391689300537
0 references
0.7728407979011536
0 references
0.7728407979011536
0 references
