Asymptotic properties of tests in autoregressive moving average models

DOI10.1080/02331887908801487MaRDI QIDQ3868644zbMATH OpenOpenAlexFDO

Authors Norbert Miethe

Publication date 1979

Published in Series Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331887908801487

zbMATH Keywords

approximate maximum likelihood functionautoregressive moving average modelslikelihood ratiolocal alternatives

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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