scientific article; zbMATH DE number 1302964

MaRDI QIDQ4249459zbMATHFDO

Authors Marc Hallin, Bas J. M. Werker

Publication date 17 June 1999

zbMATH Keywords

weak convergencelocal asymptotic normalityadaptive testsrank-based testssemi-parametricscorrelogramsGaussian 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)

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Cited in

(2)

• Local asymptotic normality for regression models with long-memory disturbance
• Testing linear hypotheses in autoregressions

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