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- W1975259287 abstract "Abstract The problem of testing linear AR(p1) against diagonal bilinear BL(p1, 0; p2, p2) dependence is considered. Emphasis is put on local asymptotic optimality and the nonspecification of innovation densities. The tests we are deriving are asymptotically valid under a large class of densities, and locally asymptotically most stringent at some selected density f. They rely on generalized versions of residual autocorrelations (the spectrum), and generalized versions of the so-called cubic autocorrelations (the bispectrum). Local powers are explicitly provided. The local power of the Gaussian Lagrange multipliers method follows as a particular case." @default.
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- W1975259287 date "1998-05-01" @default.
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- W1975259287 title "Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence" @default.
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- W1975259287 doi "https://doi.org/10.1016/s0378-3758(97)00135-3" @default.
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