scientific article; zbMATH DE number 4161893

MaRDI QIDQ3489048zbMATH OpenFDO

Authors Seiji Nabeya

Publication date 1989

zbMATH Keywords

locally best invariant testrandom walk process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(8)

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• An asymptotic test for constancy of the variance under short-range dependence
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