A Score Test Against One-Sided Alternatives
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Publication:4836997
DOI10.2307/2291159zbMath0818.62022OpenAlexW4250052875MaRDI QIDQ4836997
Paramsothy Silvapulle, Mervyn J. Silvapullé
Publication date: 21 August 1995
Full work available at URL: https://doi.org/10.2307/2291159
nuisance parameterslikelihood ratio statisticscore testsestimating functionLagrange multiplier testARCH modelordered alternativestwo-sided alternativesone-sided hypothesesautoregressive conditional heteroscedasticity model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
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