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Publication:3795105
zbMath0649.62087MaRDI QIDQ3795105
Ritva Luukkonen, Pentti Saikkonen
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
simulationLagrange multiplier testsnonlinear time series modelbilinear modelasymptotic null distributionspower propertiesbilinear and exponential autoregressive alternativeslinear autoregressive moving average time series modelstime domain tests
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)
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