Adaptive test for periodicity in restrictive EXPAR(p) models

DOI10.1080/03610926.2020.1852433MaRDI QIDQ5095993OpenAlexFDO

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

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• Test for periodicity in restrictive EXPAR models
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Cited in

(1)

• Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes

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