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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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0.7831054329872131
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0.7787778973579407
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0.7723920345306396
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0.7692810297012329
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0.7680239081382751
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