Optimal testing for semiparametric AR Models: From Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

Original language	English
Title of host publication	Asymptotic Nonparametrics and Time Series
Editors	S. Ghosh
Place of Publication	New York
Publisher	Marcel Dekker
Pages	295-350
Publication status	Published - 1999

Cite this

@inbook{936f16a0f8874a7d838423b342334df4,

title = "Optimal testing for semiparametric AR Models: From Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests",

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

year = "1999",

language = "English",

pages = "295--350",

editor = "S. Ghosh",

booktitle = "Asymptotic Nonparametrics and Time Series",

publisher = "Marcel Dekker",

}