scientific article; zbMATH DE number 3942852

zbMATH Open0587.62167MaRDI QIDQ3713445FDOQ3713445

Authors: Peter M. Robinson 

Publication date: 1985

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic normalityserial correlationmissing datalocal asymptotic normalityPitman efficiencyportmanteau statisticsanalytic comparison of efficiencyscore principlestatic time series regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Cited In (8)

• Title not available (Why is that?)
• Estimation in a Linear Model with Serially Correlated Errors When Observations are Missing
• Title not available (Why is that?)
• A consistent nonparametric test for serial independence
• Tests of periodicity with missing observations
• Testing for autoregressive disturbances in a time series regression with missing observations
• Estimation in a linear model with serially correlated errors when observations are missing
• Mann-Kendall test with missing data

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