A complete class of tests when the likelihood is locally asymptotically quadratic. (Q1421313)
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scientific article; zbMATH DE number 2032696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A complete class of tests when the likelihood is locally asymptotically quadratic. |
scientific article; zbMATH DE number 2032696 |
Statements
A complete class of tests when the likelihood is locally asymptotically quadratic. (English)
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26 January 2004
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Optimal tests
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Asymptotic theory
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Complete class theorems
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Likelihood ratio test
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Dickey-Fuller test
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