Optimal tests in AR (<i>m</i>) time series model (Q2974959)
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: Optimal tests in AR (m) time series model |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal tests in AR (<i>m</i>) time series model |
scientific article |
Statements
Optimal tests in AR (<i>m</i>) time series model (English)
0 references
11 April 2017
0 references
ARCH models
0 references
contiguity
0 references
local asymptotic normality
0 references
modified estimator
0 references
optimal tests
0 references
time series model
0 references
