Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014)
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scientific article; zbMATH DE number 96592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal rank-based tests against first-order superdiagonal bilinear dependence |
scientific article; zbMATH DE number 96592 |
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Optimal rank-based tests against first-order superdiagonal bilinear dependence (English)
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17 January 1993
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bilinear time series models
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testing for white noise
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first-order, superdiagonal bilinear serial dependence
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Locally asymptotically optimal rank-based tests
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asymptotic relative efficiencies
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0.8583932
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0.8569075
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0.8542227
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0.8527114
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0.8512051
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