An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models (Q427980)
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scientific article; zbMATH DE number 6047610
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| English | An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models |
scientific article; zbMATH DE number 6047610 |
Statements
An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models (English)
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18 June 2012
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ARCH processes
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ergodic processes
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LAN
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local power
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nonlinear processes
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score test
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0.8729065656661987
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0.8431187868118286
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0.791358470916748
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0.7873907685279846
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