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zbMath0619.62082MaRDI QIDQ3756363

Marcella Corduas

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simulation likelihood ratio test nuisance parameters marginal likelihood restricted likelihood power function regression model time series regression first order autocorrelated errors small sample bias marginal deviance test of serial correlation profile deviance trend-like regressor

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

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