Pages that link to "Item:Q2974959"
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The following pages link to Optimal tests in AR (<i>m</i>) time series model (Q2974959):
Displaying 6 items.
- An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models (Q427980) (← links)
- An omnibus test for the time series model AR(1). (Q1421315) (← links)
- Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors (Q2244596) (← links)
- Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735) (← links)
- Local asymptotically optimal test in ARCH model (Q2927499) (← links)
- (Q4249459) (← links)