scientific article

zbMath0503.62084MaRDI QIDQ3969745

Katsuto Tanaka

Publication date: 1983

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

zbMATH Keywords

asymptotic normalitymeasurement errorautoregressive modelone-sided Lagrange multiplier test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Related Items (4)

Testing for jumps in the EGARCH process ⋮ Testing for measurement error in regression with autoregressive innovations ⋮ Inference of Seasonal Long‐memory Time Series with Measurement Error ⋮ Testing for jumps in the stochastic volatility models

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