Pages that link to "Item:Q2244577"
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The following pages link to A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577):
Displaying 8 items.
- Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode (Q538254) (← 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)
- A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
- Testing for parameter stability in \(RCA(1)\) time series (Q2498758) (← links)
- AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
- Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (Q6549269) (← links)
