Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (Q5951991)
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scientific article; zbMATH DE number 1687523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity |
scientific article; zbMATH DE number 1687523 |
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Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (English)
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25 April 2002
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local asymptotic normality
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contiguity
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efficient tests
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autoregressive processes
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nonlinear time series
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test of linearity
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