A locally asymptotically powerful test for nonlinear autoregressive models

DOI10.1016/j.crma.2008.02.017OpenAlexW2066937687MaRDI QIDQ931815

Fateh Chebana, Naâmane Laïb

Publication date: 26 June 2008

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2008.02.017

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) General nonlinear regression (62J02)

Related Items

Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors

Cites Work

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