TY  - JOUR
AU  - Morales González, Domingo
AU  - Pardo Llorente, Leandro
AU  - Pardo Llorente, María del Carmen
AU  - Vadja, Igor
PY  - 2000
DO  - 10.1007/s001840000060
SN  - 0026-1335
UR  - https://hdl.handle.net/20.500.14352/57869
T2  - Metrika
AB  - A generalization of the Wald statistic for testing composite hypotheses is suggested for dependent data from exponential models which include Levy processes and diffusion fields. The generalized statistic is proved to be asymptotically chi-squared...
LA  - eng
M2  - 97
PB  - Springer Heidelberg
KW  - composite parametric hypotheses
KW  - generalized likelihood ratio statistic
KW  - generalized Wald statistic
KW  - convergent exponential models
KW  - Levy processes
KW  - diffusion fields
KW  - stochastic-processes
TI  - Extension of the Wald statistic to models with dependent observations
TY  - journal article
VL  - 52
ER  -