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Publication:4027352
zbMath0755.62024MaRDI QIDQ4027352
Publication date: 21 February 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
composite hypothesesoptimal estimating functiondependent observationslarge sample testsNeyman's C(alpha) testgeneralized score testasymptotical optimal testsfirst-order autoregressive-moving average modelGodambe criterionlikelihood estimating functionnon iid observationsRao's likelihood score test
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)
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