Pages that link to "Item:Q931815"

The following pages link to A locally asymptotically powerful test for nonlinear autoregressive models (Q931815):

Displaying 11 items.

• An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models (Q427980) (← links)
• Hypothesis testing for some time-series models: a power comparison (Q449924) (← links)
• A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
• Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758) (← links)
• A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430) (← links)
• A locally asymptotically optimal test with application to financial data (Q1751996) (← links)
• On the power of Pearson's test under local alternatives in autoregression with outliers (Q2002090) (← links)
• Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors (Q2244596) (← links)
• Optimal tests in AR (<i>m</i>) time series model (Q2974959) (← links)
• (Q4322400) (← links)
• (Q4935608) (← links)