Test for periodicity in restrictive EXPAR models

DOI10.1080/03610926.2014.887110zbMath1343.62067OpenAlexW2323674241MaRDI QIDQ2815943

H. Dridi, Assia Chadli, M. Merzougui

Publication date: 30 June 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.887110

zbMATH Keywords

local asymptotic normalityperiodically correlated processlocal asymptotic ``most stringent testperiodic exponential autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

Related Items (6)

Estimation in periodic restricted EXPAR(1) models ⋮ Nonlinear least squares estimation of the periodic EXPAR(1) model ⋮ Adaptive test for periodicity in restrictive EXPAR(p) models ⋮ Fitting the exponential autoregressive model through recursive search ⋮ Modeling a nonlinear process using the exponential autoregressive time series model ⋮ Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory

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