Inférences dans les modèles ARCH : tests localement asymptotiquement optimaux

Abstract : The purpose of this phD thesis is the construction of alocally asymptotically optimal tests. In this testing problem, the considered model contains a large class of time series models. LAN property was the fundamental tools in our research works. Our results are applied in financial area
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Tewfik Lounis. Inférences dans les modèles ARCH : tests localement asymptotiquement optimaux. Mathématiques générales [math.GM]. Université de Lorraine, 2015. Français. ⟨NNT : 2015LORR0222⟩. ⟨tel-01754488⟩

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