scientific article; zbMATH DE number 125636

zbMATH Open0755.62024MaRDI QIDQ4027352FDOQ4027352

Authors: I. V. Basawa 

Publication date: 21 February 1993

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

Recommendations

• Testing hypotheses with estimated scores
• On the theory of \(C_{\alpha}\)-tests
• A score type test for general autoregressive models in time series
• Rao score tests for goodness of fit and independence
• Optimal tests for autoregressive models based on autoregression rank scores

zbMATH Keywords

generalized score testcomposite hypothesesdependent observationsoptimal estimating functionlarge sample testsNeyman's C(alpha) testasymptotical optimal testsfirst-order autoregressive-moving average modelGodambe criterionlikelihood estimating functionnon iid observationsRao's likelihood score test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

Cited In (12)

• Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool
• Extension of the Wald statistic to models with dependent observations.
• The epsilon-skew-normal distribution for analyzing near-normal data
• Generalised score and Wald tests
• A new approximate point optimal test of a composite null hypothesis
• Large sample inference for a multivariate linear model with autocorrelated errors
• On the theory of \(C_{\alpha}\)-tests
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
• Asymptotic optimal inference for a class of nonlinear time series models
• Interventions in log-linear Poisson autoregression
• The pseudo-true score encompassing test for non-nested hypotheses.
• Assessing and accounting for time heterogeneity in stochastic actor oriented models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4027352)