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A method for obtaining asymptotic expansions under alternatives based on the properties of the likelihood ratio

✍ Scribed by V. E. Bening

Publisher
Springer US
Year
1998
Tongue
English
Weight
637 KB
Volume
88
Category
Article
ISSN
1573-8795

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✍ Sangyeol Lee πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 529 KB

Suppose that Xt = }-~,:0 ai~,t-i is a linear process, where {ag} is a sequence of absolutely summable real numbers and {~,} is a sequence of iid random variables with zero mean and finite variance. In this paper, motivated by Gaussian tests of {Xt }, we investigate the asymptotic behavior of the emp