Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence

Author:

Benghabrit Youssef,Hallin Marc

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference32 articles.

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2. Locally asymptotically optimal tests for autoregressive against bilinear serial dependence;Benghabrit;Statist. Sinica,1996

3. Rank-based tests against nonlinearity in time series;Benghabrit;J. Nonparametric Statist.,1996

4. Time Series: Theory and Methods;Brockwell,1987

5. On tests for nonlinearity in time-series analysis;Chan;J. Forecasting,1990

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