scientific article; zbMATH DE number 775748
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Publication:4839943
zbMath0826.62066MaRDI QIDQ4839943
Pentti Saikkonen, Ritva Luukkonen
Publication date: 14 August 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
powerscore testPitman's asymptotic relative efficiencynonlinear time seriesLagrange multiplier testlinear time series modelbest fitting linear approximationbilinear alternatives
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
Related Items (4)
Unnamed Item ⋮ Nonlinearity tests in time series analysis ⋮ Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence ⋮ Identification environment and robust forecasting for nonlinear time series
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