Pages that link to "Item:Q1613041"
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The following pages link to Coefficient constancy test in AR-ARCH models (Q1613041):
Displaying 6 items.
- Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
- Coefficient constancy test in a random coefficient autoregressive model (Q1298915) (← links)
- Monitoring parameter changes for random coefficient autoregressive models (Q2511566) (← links)
- Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
- Monitoring parameter changes in RCA(\(p\)) models (Q2513794) (← links)
- Local asymptotically optimal test in ARCH model (Q2927499) (← links)