Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
type: Item
instance of: scholarly article
title: Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
zbMATH Open document ID: 0942.62099
DOI: 10.1016/S0378-3758(97)00135-3
author: Youssef Benghabrit
author: Marc Hallin
published in: Journal of Statistical Planning and Inference
publication date: 2000-08-21T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 1327279
zbMATH Keywords: times series
zbMATH Keywords: bilinear models
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: bispectrum
MaRDI profile type: Publication
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full work available at URL: s0378-3758(97)00135-3
OpenAlex ID: W1975259287
description: scientific article; zbMATH DE number 1327279