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A note on asymptotic inference in a class of non-stationary processes

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  • Swensen, Anders Rygh

Abstract

In this note some problems of asymptotic inference in a class of non-stationary stochastic processes are considered. In particular, it is shown that no criterion based on the existence of uniformly most powerful tests over a local neighborhood can be used in this situation.

Suggested Citation

  • Swensen, Anders Rygh, 1983. "A note on asymptotic inference in a class of non-stationary processes," Stochastic Processes and their Applications, Elsevier, vol. 15(2), pages 181-191, July.
    • Handle: RePEc:eee:spapps:v:15:y:1983:i:2:p:181-191
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