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Adaptive test for periodicity in restrictive EXPAR(p) models - MaRDI portal

Adaptive test for periodicity in restrictive EXPAR(p) models (Q5095993)

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scientific article; zbMATH DE number 7571114
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English
Adaptive test for periodicity in restrictive EXPAR(p) models
scientific article; zbMATH DE number 7571114

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    Adaptive test for periodicity in restrictive EXPAR(p) models (English)
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    12 August 2022
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    periodically correlated process
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    periodic exponential autoregressive model
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    local asymptotic normality (LAN)
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    local asymptotic ``most stringent'' test
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    adaptive test
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