An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models (Q427980)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models |
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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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