Third-order asymptomic properties of a class of test statistics under a local alternative

Business & Economics

• Alternatives 10%
• ARMA Process 37%
• Asymptotic Expansion 32%
• Asymptotic Properties 28%
• Likelihood Ratio 36%
• Local Alternatives 100%
• Multivariate Analysis 26%
• Nonlinear Regression 31%
• Probability Density Function 29%
• Regression Model 19%
• Stochastic Processes 24%
• Test Statistic 74%
• Testing 19%
• Time Series Analysis 37%

Mathematics

• Adjustment 23%
• Alternatives 14%
• ARMA Process 31%
• Class 20%
• Dependent 15%
• Gaussian Process 22%
• Likelihood Ratio 25%
• Local Alternatives 87%
• Multivariate Analysis 27%
• Nonlinear Regression Model 29%
• Open set 21%
• Probability density function 22%
• Random Vector 22%
• Stochastic Processes 19%
• Test Statistic 60%
• Testing 16%
• Time Series Analysis 27%