scientific article; zbMATH DE number 1302964

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zbMath0946.62049MaRDI QIDQ4249459

Bas J. M. Werker, Marc Hallin

Publication date: 17 June 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

weak convergence local asymptotic normality adaptive tests rank-based tests semi-parametrics correlograms Gaussian Lagrange multiplier test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Related Items (1)

Local asymptotic normality for regression models with long-memory disturbance

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