Title: Asymptotic separation in bilinear models
Authors: Gonçalves, E. 
Martins, C. M. 
Mendes-Lopes, N. 
Keywords: Time series;Asymptotic separation;Bilinear models;Test
Issue Date: 1999
Publisher: Centro de Matemática da Universidade de Coimbra
Citation: Pré-Publicações DMUC. 99-11 (1999)
Abstract: This paper presents a generalisation of a non classical decision procedure for simple bilinear models with a general error process proposed by Gon calves Jacob and Mendes Lopes This decision method involves two hypotheses on the model and its consis tence is obtained by establishing the asymptotic separation of the sequences of probability laws de ned by each hypothesis Studies on the rate of convergence in the diagonal case are presented and an exponential decay is obtained Simulation experiments are used to illustrate the behaviour of the power and level functions in small and moderate samples when this procedure is used as a test
URI: http://hdl.handle.net/10316/11556
Rights: openAccess
Appears in Collections:FCTUC Matemática - Artigos em Revistas Nacionais

Files in This Item:
File Description SizeFormat 
Asymptotic separation in bilinear models.pdf371.61 kBAdobe PDFView/Open
Show full item record
Google ScholarTM
Check
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.