Pages that link to "Item:Q538254"

The following pages link to Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode (Q538254):

Displaying 3 items.

• Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
• The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process (Q1388160) (← links)
• Locally most powerful test for the random coefficient autoregressive model (Q2298686) (← links)