Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence
DOI10.1016/S0378-3758(97)00135-3zbMATH Open0942.62099OpenAlexW1975259287MaRDI QIDQ1299532FDOQ1299532
Authors: Youssef Benghabrit, Marc Hallin 
Publication date: 21 August 2000
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00135-3
Recommendations
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- Title not available (Why is that?)
- On the invertibility of time series models
- A TEST FOR LINEARITY OF STATIONARY TIME SERIES
- Title not available (Why is that?)
- Asymptotic methods in statistical decision theory
- Title not available (Why is that?)
- Bilinear Markovian representation and bilinear models
- Current developments in time series modelling
- The mixing property of bilinear and generalised random coefficient autoregressive models
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
- A nonparametric test of serial independence based on the empirical distribution function
- Title not available (Why is that?)
- Nonparametric tests of linearity for time series
- An introduction to bispectral analysis and bilinear time series models
- Title not available (Why is that?)
- Nonparametric statistics for testing of linearity and serial independence
- On adaptive estimation in stationary ARMA processes
- Title not available (Why is that?)
- Rank-based tests for autoregressive against bilinear serial dependence
- Title not available (Why is that?)
- Title not available (Why is that?)
- TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
- On the first-order bilinear time series model
- A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
- A Tukey nonadditivity-type test for time series nonlinearity
- Title not available (Why is that?)
- A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series
- Power of the Lagrange multiplier test for certain subdiagonal bilinear models
- DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS
- Title not available (Why is that?)
Cited In (14)
- Local asymptotic normality for regression models with long-memory disturbance
- Efficient detection of random coefficients in autoregressive models
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection
- Optimal rank-based detection of exponential component in autoregressive models
- Efficient estimation in semiparametric self-exciting threshold INAR processes
- Checking nonlinear heteroscedastic time series models
- Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one
- Optimal test forPAR(1) dependence againstPSETAR(2,1,1) models with specified threshold
- Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes
- Efficient estimation in periodic INAR(1) model: parametric case
- Adaptive test for periodicity in self-exciting threshold autoregressive models
- R-estimation in semiparametric dynamic location-scale models
- Optimal Detection of Exponential Component in Autoregressive Models
This page was built for publication: Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1299532)
