Pages that link to "Item:Q1336895"
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The following pages link to Rank tests for testing the randomness of autoregressive coefficients (Q1336895):
Displaying 16 items.
- Testing linear hypotheses in autoregressions (Q918612) (← links)
- Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
- Rank tests for testing randomness of a regression coefficient in a linear regression model (Q1185340) (← links)
- Coefficient constancy test in a random coefficient autoregressive model (Q1298915) (← links)
- Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores (Q1298971) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Coefficient constancy test in AR-ARCH models (Q1613041) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- Locally most powerful test for the random coefficient autoregressive model (Q2298686) (← links)
- Rank Test for Testing Randomness of the Technology Parameters in a Stochastic Frontier Regression Model (Q3085297) (← links)
- ON A SERIAL RANK TEST FOR RANDOMNESS AGAINST AUTOCORRELATION (Q3457652) (← links)
- Locally asymptotically rank-based procedures for testing autoregressive moving average dependence (Q3777273) (← links)
- Rank-based tests for autoregressive against bilinear serial dependence (Q4345898) (← links)
- (Q5077814) (← links)
- Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (Q5951991) (← links)
