Pages that link to "Item:Q5861030"
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The following pages link to Testing for strict stationarity in a random coefficient autoregressive model (Q5861030):
Displaying 12 items.
- Coefficient constancy test in a random coefficient autoregressive model (Q1298915) (← links)
- (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
- A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
- Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
- AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447) (← links)
- Testing for reduction to random walk in autoregressive conditional heteroskedasticity models (Q4416017) (← links)
- Testing for Equal Predictability of Stationary ARMA Processes (Q5123345) (← links)
- A new bivariate autoregressive model driven by logistic regression (Q6060866) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
- Consistency and asymptotic normality in a class of nearly unstable processes (Q6190227) (← links)
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740) (← links)
- Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (Q6549269) (← links)
