Optimal Testing for Semi-Parametric AR Models: From Gaussian Lagrange Multipliers to Autoregression Raul Scores and Adaptive Tests

M. Hallin, B.J.M. Werker

Research output: Book/ReportReport

Original languageEnglish
Place of PublicationBrussels
PublisherInstitut de Statitistique - University of Brussels
Number of pages60
Publication statusPublished - 1997

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