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

Journal of Statistical Planning and Inference

Volumn 68, Issue 1, 1998, Pages 47-63

  Benghabrit, Youssef ^a   Hallin, Marc ^b  

^a MOHAMMED V UNIVERSITY   (Morocco)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Bilinear models; Bispectrum; Local asymptotic normality; Time series

Indexed keywords

EID: 0032067677     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(97)00135-3     Document Type: Article

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