Local asymptotically optimal test in ARCH model (Q2927499)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Local asymptotically optimal test in ARCH model |
scientific article; zbMATH DE number 6365411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local asymptotically optimal test in ARCH model |
scientific article; zbMATH DE number 6365411 |
Statements
3 November 2014
0 references
local asymptotic normality
0 references
contiguity
0 references
effciency
0 references
identifiable models
0 references
Le Cam's third lemma
0 references
discrete estimate
0 references
time series models
0 references
ARCH models
0 references
Local asymptotically optimal test in ARCH model (English)
0 references
