Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one

DOI10.1080/03610926.2022.2052898OpenAlexW4284968501MaRDI QIDQ6053887

Said El Melhaoui, Nabil Azouagh, Unnamed Author

Publication date: 24 October 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2022.2052898

zbMATH Keywords

local asymptotic normalityexponential autoregressive modelslocal asymptotic linearityaligned signed-rank tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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