Optimal rank-based detection of exponential component in autoregressive models
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Publication:5297086
DOI10.1080/10485250601162229zbMath1116.62092OpenAlexW1983038315MaRDI QIDQ5297086
Jelloul Allal, Said El Melhaoui
Publication date: 18 July 2007
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250601162229
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Related Items (3)
Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one ⋮ Unnamed Item ⋮ Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis
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