A note on asymptotic testing theory for nonhomogeneous observations

DOI10.1016/0304-4149(88)90100-7zbMath0645.62033OpenAlexW2019446208MaRDI QIDQ1103291

Ludwig Fahrmeir

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90100-7

zbMATH Keywords

likelihood ratiolimit distributionsWald statisticsCholesky square rootergodic modelsfull matrix normalizationnonergodic modelsnonhomogeneous observationsscore statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Inference in a structural heteroskedastic calibration model

Cites Work

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• Asymptotic testing theory for generalized linear models
• Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases, II

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