Pages that link to "Item:Q1429321"

The following pages link to Efficient detection of random coefficients in autoregressive models (Q1429321):

Displaying 21 items.

• Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels (Q528020) (← links)
• Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
• Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
• Explicit and exponential bounds for a test on the coefficient of an AR(1) model (Q1907933) (← links)
• Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
• Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression (Q2215956) (← links)
• A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
• Halfline tests for multivariate one-sided alternatives (Q2359505) (← links)
• Comments on the presence of serial correlation in the random coefficients of an autoregressive process (Q2657974) (← links)
• Parametric and semi-parametric efficient tests for parameter instability (Q2815046) (← links)
• NEYMAN’S C(<i>α</i>) TEST FOR UNOBSERVED HETEROGENEITY (Q2981823) (← links)
• Optimal Detection of Exponential Component in Autoregressive Models (Q3505305) (← links)
• ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS (Q4319854) (← links)
• Random autoregressive models: A structured overview (Q5065206) (← links)
• (Q5066205) (← links)
• Efficient pseudo-Gaussian and rank-based detection of random regression coefficients (Q5114480) (← links)
• Optimal rank-based detection of exponential component in autoregressive models (Q5297086) (← links)
• Optimal tests for random effects in linear mixed models (Q5859822) (← links)
• Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one (Q6053887) (← links)
• Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
• Adaptive test for periodic ARFIMA models (Q6549387) (← links)