12 citations · 15 across the 4 of their papers we have counts for
4 papers
Optimal tests in AR(m) time series model
Tewfik Lounis
A method for an evaluation of the error between an unknown parameter and its estimator is developed. Its application enables us to preserve the asymptotic power of a constructed te…
Local asymptotically optimal test in ARCH model
Tewfik Lounis
This work is an extension in Arch models of the theorem of S.Y. Hwang and I.V. Basawa Hwang and Basawa (2001) which was used before in nonlinear time series contiguous to AR(1) pro…
New Entropy Estimator with an Application to Test of Normality
Salim Bouzebda, Issam Elhattab, Amor Keziou +1
In the present paper we propose a new estimator of entropy based on smooth estimators of quantile density. The consistency and asymptotic distribution of the proposed estimates are…
Asymptotically Optimal Tests when Parameters are Estimated
Tewfik Lounis
The main purpose of this paper is to provide an asymptotically optimal test. The proposed statistic is of Neyman-Pearson-type when the parameters are estimated with a particular ki…