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

Research output: Book/Report › Report

Original language	English
Place of Publication	Brussels
Publisher	Institut de Statitistique - University of Brussels
Number of pages	60
Publication status	Published - 1997

Cite this

@book{f47c3f4e616f40f783027fa3298fab2b,

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

author = "M. Hallin and B.J.M. Werker",

note = "Pagination: 60",

year = "1997",

language = "English",

publisher = "Institut de Statitistique - University of Brussels",

}