Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
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Publication:1299532
DOI10.1016/S0378-3758(97)00135-3zbMath0942.62099MaRDI QIDQ1299532
Marc Hallin, Youssef Benghabrit
Publication date: 21 August 2000
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
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