Optimal testing for semiparametric AR Models

From Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests

B.J.M. Werker, M. Hallin

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationAsymptotic Nonparametrics and Time Series
EditorsS. Ghosh
Place of PublicationNew York
PublisherMarcel Dekker
Pages295-350
Publication statusPublished - 1999

Cite this

Werker, B. J. M., & Hallin, M. (1999). Optimal testing for semiparametric AR Models: From Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests. In S. Ghosh (Ed.), Asymptotic Nonparametrics and Time Series (pp. 295-350). New York: Marcel Dekker.
Werker, B.J.M. ; Hallin, M. / Optimal testing for semiparametric AR Models : From Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests. Asymptotic Nonparametrics and Time Series. editor / S. Ghosh. New York : Marcel Dekker, 1999. pp. 295-350
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Werker, BJM & Hallin, M 1999, Optimal testing for semiparametric AR Models: From Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests. in S Ghosh (ed.), Asymptotic Nonparametrics and Time Series. Marcel Dekker, New York, pp. 295-350.

Optimal testing for semiparametric AR Models : From Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests. / Werker, B.J.M.; Hallin, M.

Asymptotic Nonparametrics and Time Series. ed. / S. Ghosh. New York : Marcel Dekker, 1999. p. 295-350.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

TY - CHAP

T1 - Optimal testing for semiparametric AR Models

T2 - From Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests

AU - Werker, B.J.M.

AU - Hallin, M.

PY - 1999

Y1 - 1999

M3 - Chapter

SP - 295

EP - 350

BT - Asymptotic Nonparametrics and Time Series

A2 - Ghosh, S.

PB - Marcel Dekker

CY - New York

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Werker BJM, Hallin M. Optimal testing for semiparametric AR Models: From Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests. In Ghosh S, editor, Asymptotic Nonparametrics and Time Series. New York: Marcel Dekker. 1999. p. 295-350