Power of the Lagrange multiplier test for certain subdiagonal bilinear models

DOI10.1016/0167-7152(95)00174-3zbMath0861.62042OpenAlexW2062565358MaRDI QIDQ1126139

Joseph Ngatchou-Wandji, Dominique Guégan

Publication date: 29 April 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00174-3

zbMATH Keywords

contiguityLagrange multiplier testlocal powersequence of bilinear alternatives

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

A nonparametric goodness-of-fit test for a class of parametric autoregressive models ⋮ Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence

Cites Work

• Bilinear Markovian representation and bilinear models
• DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
• A Tukey nonadditivity-type test for time series nonlinearity
• Nonlinearity tests for time series
• A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series
• On the first-order bilinear time series model
• A TEST FOR LINEARITY OF STATIONARY TIME SERIES
• TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
• Contiguity of Probability Measures
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Power of the Lagrange multiplier test for certain subdiagonal bilinear models