{"id":"https://openalex.org/W2010366643","doi":"https://doi.org/10.1017/s0266466600011002","title":"An Asymptotic Expansion for the Distribution of the Likelihood Radio Criterion for a Gaussian Autoregressive Moving Average Process Under a Local Alternative","display_name":"An Asymptotic Expansion for the Distribution of the Likelihood Radio Criterion for a Gaussian Autoregressive Moving Average Process Under a Local Alternative","publication_year":1985,"publication_date":"1985-04-01","ids":{"openalex":"https://openalex.org/W2010366643","doi":"https://doi.org/10.1017/s0266466600011002","mag":"2010366643"},"language":"en","primary_location":{"id":"doi:10.1017/s0266466600011002","doi":"https://doi.org/10.1017/s0266466600011002","is_oa":false,"landing_page_url":"https://doi.org/10.1017/s0266466600011002","pdf_url":null,"source":{"id":"https://openalex.org/S49389958","display_name":"Econometric Theory","issn_l":"0266-4666","issn":["0266-4666","1469-4360"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","cwts-core","erih-plus","jufo-2","norway-2"],"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Econometric Theory","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5043163504","display_name":"Masanobu Taniguchi","orcid":"https://orcid.org/0000-0002-4783-1894","observed_orcids":["https://orcid.org/0000-0002-4783-1894"]},"institutions":[{"id":"https://openalex.org/I113306721","display_name":"Hiroshima University","ror":"https://ror.org/03t78wx29","country_code":"JP","type":"education","lineage":["https://openalex.org/I113306721"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Masanobu Taniguchi","raw_affiliation_strings":["Hiroshima University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hiroshima University","institution_ids":["https://openalex.org/I113306721"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5043163504"],"corresponding_institution_ids":["https://openalex.org/I113306721"],"apc_list":{"value":3550,"currency":"USD","value_usd":3550},"apc_paid":null,"fwci":0.5101,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.62076112,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":93},"biblio":{"volume":"1","issue":"1","first_page":"73","last_page":"84"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.37450000643730164,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.37450000643730164,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.15770000219345093,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.11869999766349792,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/likelihood-ratio-test","display_name":"likelihood ratio test","score":0.7940000295639038},{"id":"https://openalex.org/keywords/asymptotic-expansion","display_name":"asymptotic expansion","score":0.9679999947547913},{"id":"https://openalex.org/keywords/local-alternative-hypothesis","display_name":"local alternative hypothesis","score":0.8050000071525574},{"id":"https://openalex.org/keywords/arma-1-1","display_name":"ARMA(1,1)","score":0.9079999923706055},{"id":"https://openalex.org/keywords/convergence-rate","display_name":"convergence rate","score":0.6330000162124634},{"id":"https://openalex.org/keywords/hypothesis-testing","display_name":"hypothesis testing","score":0.5450000166893005}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.9121973514556885},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.8246968984603882},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.611773669719696},{"id":"https://openalex.org/C74883015","wikidata":"https://www.wikidata.org/wiki/Q290467","display_name":"Autoregressive\u2013moving-average model","level":3,"score":0.5715501308441162},{"id":"https://openalex.org/C194657046","wikidata":"https://www.wikidata.org/wiki/Q7394685","display_name":"STAR model","level":4,"score":0.5122513175010681},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.5063029527664185},{"id":"https://openalex.org/C65778772","wikidata":"https://www.wikidata.org/wiki/Q12345341","display_name":"Asymptotic distribution","level":3,"score":0.5023167133331299},{"id":"https://openalex.org/C203763787","wikidata":"https://www.wikidata.org/wiki/Q371029","display_name":"Null (SQL)","level":2,"score":0.49155840277671814},{"id":"https://openalex.org/C57869625","wikidata":"https://www.wikidata.org/wiki/Q1783502","display_name":"Rate of convergence","level":3,"score":0.4568404257297516},{"id":"https://openalex.org/C119047807","wikidata":"https://www.wikidata.org/wiki/Q752718","display_name":"Asymptotic analysis","level":2,"score":0.43101930618286133},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.4260184168815613},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.382209450006485},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.2951101064682007},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.1795576512813568},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.12657266855239868},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127162648","wikidata":"https://www.wikidata.org/wiki/Q16858953","display_name":"Channel (broadcasting)","level":2,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1017/s0266466600011002","doi":"https://doi.org/10.1017/s0266466600011002","is_oa":false,"landing_page_url":"https://doi.org/10.1017/s0266466600011002","pdf_url":null,"source":{"id":"https://openalex.org/S49389958","display_name":"Econometric Theory","issn_l":"0266-4666","issn":["0266-4666","1469-4360"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","cwts-core","erih-plus","jufo-2","norway-2"],"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Econometric Theory","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:cup:etheor:v:1:y:1985:i:01:p:73-84_01","doi":null,"is_oa":false,"landing_page_url":"https://www.cambridge.org/core/product/identifier/S0266466600011002/type/journal_article","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"display_name":"Reduced inequalities","score":0.5600000023841858,"id":"https://metadata.un.org/sdg/10"}],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320322285","display_name":"Japan Nuclear Energy Safety Organization","ror":"https://ror.org/046fppp29"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W1969283701","https://openalex.org/W1986720818","https://openalex.org/W2017697223","https://openalex.org/W2024047503","https://openalex.org/W2024969416","https://openalex.org/W2071789335","https://openalex.org/W2083457553","https://openalex.org/W2096220897","https://openalex.org/W2104485393","https://openalex.org/W2167430018","https://openalex.org/W3015420945","https://openalex.org/W3152223742","https://openalex.org/W4248053283"],"related_works":["https://openalex.org/W2041819240","https://openalex.org/W4248126265","https://openalex.org/W1606335093","https://openalex.org/W3123593911","https://openalex.org/W2131095263","https://openalex.org/W199725827","https://openalex.org/W4248896451","https://openalex.org/W2021866332","https://openalex.org/W2037214953","https://openalex.org/W3125855424"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"we":[3],"shall":[4],"derive":[5],"the":[6,10,13,33,43,56],"asymptotic":[7],"expansion":[8],"for":[9,17,51],"distribution":[11],"of":[12,27,38],"likelihood":[14],"ratio":[15],"criterion":[16],"a":[18,25],"Gaussian":[19],"autoregressive":[20],"moving":[21],"average":[22],"process":[23],"under":[24],"sequence":[26],"local":[28],"alternative":[29],"hypotheses":[30],"converging":[31],"to":[32],"null":[34],"hypothesis":[35],"with":[36],"rate":[37],"convergence":[39],"where":[40],"n":[41],"is":[42],"sample":[44],"size.":[45],"Explicit":[46],"algebraic":[47],"formulae":[48],"are":[49],"presented":[50],"certain":[52],"special":[53],"cases,":[54],"including":[55],"ARMA(1,1).":[57]},"counts_by_year":[{"year":2023,"cited_by_count":1}],"updated_date":"2026-09-25T08:18:29.962427","created_date":"2025-10-10T00:00:00"}