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

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