scientific article; zbMATH DE number 806608

zbMATH Open0832.62017MaRDI QIDQ4850459FDOQ4850459

Authors: Didier Dacunha-Castelle, Elisabeth Gassiat 

Publication date: 5 March 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

ARMA modelsboundary pointslikelihood testsconic statistical modellimit statistics

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

Cited In (6)

• Global information in statistical experiments and consistency of likelihood-based estimates and tests.
• Confidence regions when the Fisher information is zero
• Title not available (Why is that?)
• A note on asymptotic testing theory for nonhomogeneous observations
• Likelihood ratio tests and singularities
• The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii

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