scientific article; zbMATH DE number 854956
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Publication:4869741
zbMath0848.62045MaRDI QIDQ4869741
Marc Hallin, Youssef Benghabrit
Publication date: 6 November 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
local asymptotic normalitynonlinear time serieslocal powerbispectrumasymptotic linearitylocally asymptotically most stringent testsdiagonal bilinear time series modelsestimated residual spectrumGaussian Lagrange multiplier statisticgeneralized autocorrelation coefficientslocal alternatives of bilinear dependence
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)
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