Morales González, DomingoPardo Llorente, LeandroPardo Llorente, María del CarmenVadja, Igor2023-06-202023-06-202000-120026-133510.1007/s001840000060https://hdl.handle.net/20.500.14352/57869A 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 distributed under regular composite hypotheses. It is simpler and more easily available than the generalized likelihood ratio statistic. Simulations in an example where the latter statistic is available show that the generalized Wald test achieves higher average power than the generalized likelihood ratio test.engjournal articlehttp://link.springer.com/article/10.1007%2Fs001840000060http://link.springer.com/restricted access519.2composite parametric hypothesesgeneralized likelihood ratio statisticgeneralized Wald statisticconvergent exponential modelsLevy processesdiffusion fieldsstochastic-processesProcesos estocásticos1208.08 Procesos Estocásticos