Hypothesis Testing in Generalized Linear Models with Functional Coefficient Autoregressive Processes

الملخص EN

The paper studies the hypothesis testing in generalized linear models with functional coefficient autoregressive (FCA) processes.

The quasi-maximum likelihood (QML) estimators are given, which extend those estimators of Hu (2010) and Maller (2003).

Asymptotic chi-squares distributions of pseudo likelihood ratio (LR) statistics are investigated.