Local power of a Cramér-von Mises type test for parametric autoregressive models of order one

DOI10.1016/j.camwa.2008.01.022zbMath1155.60318OpenAlexW2063651229MaRDI QIDQ1004758

Joseph Ngatchou-Wandji, Naâmane Laïb

Publication date: 12 March 2009

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.01.022

zbMATH Keywords

ergodicitynonlinear modelsmartingalestationaritycontiguitygoodness-of-fitconditional mean

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Stationary stochastic processes (60G10)

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