On Monte Carlo estimation of relative power
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Publication:4551783
DOI10.1111/1368-423X.00073zbMath1009.62080MaRDI QIDQ4551783
Publication date: 28 August 2002
Published in: The Econometrics Journal (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) General considerations in statistical decision theory (62C05)
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