Testing linear hypotheses in autoregressions (Q918612)

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Testing linear hypotheses in autoregressions
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    Testing linear hypotheses in autoregressions (English)
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    1990
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    LAN models
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    score tests
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    testing linear hypotheses
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    autoregressive process
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    finite order
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    local asymptotic normality
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    asymptotically optimal statistical tests
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    residual rank tests
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