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scientific article; zbMATH DE number 125636
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    scientific article; zbMATH DE number 125636

      Statements

      21 February 1993
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      dependent observations
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      non iid observations
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      Neyman's C(alpha) test
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      large sample tests
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      Rao's likelihood score test
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      generalized score test
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      first-order autoregressive-moving average model
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      likelihood estimating function
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      optimal estimating function
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      Godambe criterion
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      asymptotical optimal tests
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      composite hypotheses
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