Efficient detection of random coefficients in autoregressive models

Abdelhadi Akharif and Marc Hallin

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Keywords: Local asymptotic normality; One-sided multiparameter alternatives; One-sided multiparameter tests; Random coefficient autoregressive models (search for similar items in EconPapers)
Date: 2003-04
Note: SCOPUS: ar.j
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Citations: View citations in EconPapers (18)

Published in: Annals of statistics (2003) v.31 n° 2,p.675-704

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