Third-order asymptotic properties of a class of test statistics under a local alternative (Q805099)
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scientific article; zbMATH DE number 4203465
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| English | Third-order asymptotic properties of a class of test statistics under a local alternative |
scientific article; zbMATH DE number 4203465 |
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Third-order asymptotic properties of a class of test statistics under a local alternative (English)
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1991
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higher-order asymptotics of tests
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modified Wald test
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likelihood ratio test
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simple hypothesis
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Rao tests
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third-order asymptotic expansion
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local alternatives
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Bartlett's adjustment
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third-order asymptotically most powerful properties
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multivariate analysis
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time series analysis
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Gaussian ARMA process
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dependent case
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nonlinear regression model
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nonidentically distributed case
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0.8987488
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0.89792943
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0.88825846
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0.88348967
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0.8773601
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0.86427486
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0.8575747
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