Mathematical Problems in Engineering
Volume 2012 (2012), Article ID 862398, 19 pages
Research Article

Hypothesis Testing in Generalized Linear Models with Functional Coefficient Autoregressive Processes

1School of Mathematics and Statistics, Hubei Normal University, Huangshi 435002, China
2Department of Mathematics, Huizhou University, Huizhou 516007, China

Received 28 January 2012; Accepted 25 March 2012

Academic Editor: Ming Li

Copyright © 2012 Lei Song et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


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.