scientific article; zbMATH DE number 4126531
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Publication:4206262
zbMATH Open0687.62075MaRDI QIDQ4206262FDOQ4206262
Authors: B. Garel
Publication date: 1989
Title of this publication is not available (Why is that?)
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- On the Asymptotic Distribution of the Likelihood Ratio Statistic
- ASYMPTOTIC DISTRIBUTIONS OF LIKELIHOOD RATIOS FOR OVERPARAMETRIZED ARMA PROCESSES
- Publication:4891973
likelihood ratio statisticlocal asymptotic powerlocal asymptotic normalityLANalternativesmoving average errorscontiguousDurbin-Watson type test
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
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