scientific article; zbMATH DE number 6416467

zbMath1307.62049arXiv1110.0205MaRDI QIDQ5178956

Tewfik Lounis

Publication date: 18 March 2015

Full work available at URL: https://arxiv.org/abs/1110.0205

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

zbMATH Keywords

efficiencyARCH modelscontiguitystochastic modelstime series modelsLe Cam's third lemma

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors

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