Adaptive test for periodicity in restrictive EXPAR(p) models

DOI10.1080/03610926.2020.1852433OpenAlexW3108867736MaRDI QIDQ5095993

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Publication date: 12 August 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1852433

zbMATH Keywords

periodically correlated processadaptive testlocal asymptotic normality (LAN)local asymptotic ``most stringent testperiodic exponential autoregressive model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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