A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573)

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scientific article; zbMATH DE number 7750938
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A smoothed \(p\)-value test when there is a nuisance parameter under the alternative
scientific article; zbMATH DE number 7750938

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    A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (English)
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    17 October 2023
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    \(p\)-value test
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    empirical process test
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    nuisance parameter
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    weak identification
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    GARCH test
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    omitted nonlinearity test
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