Locally optimal tests against periodic autoregression : parametric and nonparametric approaches
Mohamed Bentarzi ; Marc Hallin
| Year of publication: |
1996
|
|---|---|
| Authors: | Bentarzi, Mohamed |
| Other Persons: | Hallin, Marc (contributor) |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 12.1996, 1, p. 88-112
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001201816