Test for periodicity in restrictive EXPAR models (Q2815943)

From MaRDI portal





scientific article; zbMATH DE number 6600075
Language Label Description Also known as
English
Test for periodicity in restrictive EXPAR models
scientific article; zbMATH DE number 6600075

    Statements

    Test for periodicity in restrictive EXPAR models (English)
    0 references
    0 references
    0 references
    0 references
    30 June 2016
    0 references
    local asymptotic ``most stringent'' test
    0 references
    periodic exponential autoregressive model
    0 references
    local asymptotic normality
    0 references
    periodically correlated process
    0 references

    Identifiers