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Subjects (1-2 of 2)
Asymptotic efficiencies (Statistics)
1
1999
Can portmanteau nonlinearity tests serve as a general mis-specification tests? : evidence from symmetric and asymmetric Garch models
Brooks, Chris.
Parkville, Vic. : Dept. of Economics, University of Melbourne, 1999
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519.537 Bro/Cpn
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2
2013
Design of experiments in nonlinear models : asymptotic normality, optimality criteria and small-sample properties
Pronzato, Luc, 1959-
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