Locally asymptotically optimal tests for autoregressive against bilinear serial dependence

Statistica Sinica

Volumn 6, Issue 1, 1996, Pages 147-169

  Benghabrit, Youssef ^a   Hallin, Marc ^a  

^a NONE

Author keywords

Bilinear model; Bispectrum; Local asymptotic normality; Time series

Indexed keywords

EID: 21344467864     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

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11. Tong, H. (1990). Non-linear Time Series: A dynamical system approach. Clarendon Press, Oxford.