Adaptive test for periodicity in restrictive EXPAR(p) models (Q5095993)
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scientific article; zbMATH DE number 7571114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive test for periodicity in restrictive EXPAR(p) models |
scientific article; zbMATH DE number 7571114 |
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Adaptive test for periodicity in restrictive EXPAR(p) models (English)
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12 August 2022
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periodically correlated process
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periodic exponential autoregressive model
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local asymptotic normality (LAN)
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local asymptotic ``most stringent'' test
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adaptive test
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