scientific article; zbMATH DE number 4126531

zbMATH Open0687.62075MaRDI QIDQ4206262FDOQ4206262

Authors: B. Garel 

Publication date: 1989

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

Recommendations

• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
• Asymptotic distribution of regression M-estimators
• scientific article; zbMATH DE number 733890
• scientific article; zbMATH DE number 4074185
• ASYMPTOTICS OF ML ESTIMATOR FOR REGRESSION MODELS WITH A STOCHASTIC TREND COMPONENT
• On the Asymptotic Distribution of the Likelihood Ratio Statistic
• ASYMPTOTIC DISTRIBUTIONS OF LIKELIHOOD RATIOS FOR OVERPARAMETRIZED ARMA PROCESSES
• Publication:4891973

zbMATH Keywords

likelihood ratio statisticlocal asymptotic powerlocal asymptotic normalityLANalternativesmoving average errorscontiguousDurbin-Watson type test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cited In (5)

• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
• ASYMPTOTIC DISTRIBUTIONS OF LIKELIHOOD RATIOS FOR OVERPARAMETRIZED ARMA PROCESSES
• About Second Order Local Power of the Likelihood Ratio, Wald and Score Statistics in First Order Autoregressive and Moving Average Models
• Critical bounds for MA(2) and MA(3) processes
• Title not available (Why is that?)

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 Q4206262)