• Title of article

    On large deviation asymptotics of some tests in time series

  • Author/Authors

    Masanobu Taniguchi، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    10
  • From page
    191
  • To page
    200
  • Keywords
    spectral density , hypothesis testing , Bahadur e0ciency , Gaussian stationary process , Large deviation
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    2001
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    219214