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Several tests for model specification in the presince of alternative hypotheses
Davidson, Russel, (1980)
A note on maximum likelihood estimation of the rational expectations model of the term structure
Sargent, Thomas J., (1978)
The maximum likelihood estimation of parameters in mixed autoregressive moving-average multivariate models
Saraçoğlu, Rüşdü, (1977)
Weak Convergence of Weighted Empirical U-Statistics Processes for Dependent Random Variables
Harel, M., (1994)
Aligned Rank Tests for Linear Models with Autocorrelated Error Terms
Hallin, M., (1994)
Asymptotic normality of L-statistics based on m(n)-decomposable time series
Chanda, K. C., (1990)