Nonlinear time series contiguous to AR(1) processes and a related efficient test for linearity

Sun Y. Hwang، نويسنده , , I. V. Basawa، نويسنده ,

فصلنامه با شماره پیاپی سال 2001

10

381

390

Contiguity , E#cient tests , local asymptotic normality , Autoregressiveprocesses , Nonlinear time series , Test of linearity

Statistics and Probability Letters

2001

Statistics and Probability Letters

139600