scientific article; zbMATH DE number 3793272

zbMATH Open0503.62084MaRDI QIDQ3969745FDOQ3969745

Authors: Katsuto Tanaka 

Publication date: 1983

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

zbMATH Keywords

asymptotic normalitymeasurement errorautoregressive modelone-sided Lagrange multiplier test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Cited In (4)

• Testing for jumps in the stochastic volatility models
• Testing for jumps in the EGARCH process
• Testing for measurement error in regression with autoregressive innovations
• Inference of Seasonal Long‐memory Time Series with Measurement Error

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