Adaptive test for periodicity in restrictive EXPAR(p) models

DOI10.1080/03610926.2020.1852433OpenAlexW3108867736MaRDI QIDQ5095993FDOQ5095993

Authors:

Publication date: 12 August 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1852433

zbMATH Keywords

adaptive testperiodically correlated processlocal asymptotic normality (LAN)local asymptotic ``most stringent testperiodic exponential autoregressive model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• Asymptotic methods in statistical decision theory
• On adaptive estimation
• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
• Title not available (Why is that?)
• On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
• Title not available (Why is that?)
• Stationarity and asymptotic inference of some periodic bilinear models.
• On adaptive estimation in stationary ARMA processes
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
• Elements of nonlinear time series analysis and forecasting
• THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS
• Fitting EXPAR models through the extended Kalman filter
• Non-linear time series models for non-linear random vibrations
• Optimal Detection of Exponential Component in Autoregressive Models
• Title not available (Why is that?)
• Test for periodicity in restrictive EXPAR models
• Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes
• Adaptive estimation of causal periodic autoregressive model

Cited In (1)

• Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes

This page was built for publication: Adaptive test for periodicity in restrictive EXPAR(p) models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5095993)