{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,2,10]],"date-time":"2024-02-10T05:22:36Z","timestamp":1707542556382},"reference-count":11,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T00:00:00Z","timestamp":1287360000000},"content-version":"unspecified","delay-in-days":9331,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econ Theory"],"published-print":{"date-parts":[[1985,4]]},"abstract":"<jats:p>In this paper, we shall derive the asymptotic expansion for the distribution of the likelihood ratio criterion for a Gaussian autoregressive moving average process under a sequence of local alternative hypotheses converging to the null hypothesis with rate of convergence <jats:inline-graphic xmlns:xlink=\"http:\/\/www.w3.org\/1999\/xlink\" mime-subtype=\"gif\" xlink:type=\"simple\" xlink:href=\"S0266466600011002_inline1\" \/> where <jats:italic>n<\/jats:italic> is the sample size. Explicit algebraic formulae are presented for certain special cases, including the ARMA(1,1).<\/jats:p>","DOI":"10.1017\/s0266466600011002","type":"journal-article","created":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T09:12:12Z","timestamp":1287393132000},"page":"73-84","source":"Crossref","is-referenced-by-count":7,"title":["An Asymptotic Expansion for the Distribution of the Likelihood Radio Criterion for a Gaussian Autoregressive Moving Average Process Under a Local Alternative"],"prefix":"10.1017","volume":"1","author":[{"given":"Masanobu","family":"Taniguchi","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2010,10,18]]},"reference":[{"key":"S0266466600011002_ref009","doi-asserted-by":"publisher","DOI":"10.2307\/1912174"},{"key":"S0266466600011002_ref010","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176346066"},{"key":"S0266466600011002_ref002","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176344621"},{"key":"S0266466600011002_ref003","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/58.3.577"},{"key":"S0266466600011002_ref004","doi-asserted-by":"publisher","DOI":"10.2307\/1911222"},{"key":"S0266466600011002_ref001","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/62.2.451"},{"key":"S0266466600011002_ref011","volume-title":"Hypothesis Testing in Time Series Analysis","author":"Whittle","year":"1951"},{"key":"S0266466600011002_ref006","doi-asserted-by":"publisher","DOI":"10.2307\/2297109"},{"key":"S0266466600011002_ref005","doi-asserted-by":"publisher","DOI":"10.2307\/1912315"},{"key":"S0266466600011002_ref007","doi-asserted-by":"publisher","DOI":"10.2307\/1913589"},{"key":"S0266466600011002_ref008","doi-asserted-by":"publisher","DOI":"10.2307\/1913972"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600011002","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,11,9]],"date-time":"2021-11-09T05:02:23Z","timestamp":1636434143000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600011002\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1985,4]]},"references-count":11,"journal-issue":{"issue":"1","published-print":{"date-parts":[[1985,4]]}},"alternative-id":["S0266466600011002"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600011002","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1985,4]]}}}