Pages that link to "Item:Q2498758"
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The following pages link to Testing for parameter stability in \(RCA(1)\) time series (Q2498758):
Displaying 11 items.
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- Testing for parameter stability in a regression model with AR(1) errors (Q899728) (← links)
- Monitoring shifts in mean: asymptotic normality of stopping times (Q1019482) (← 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)
- Strong approximation for RCA(1) time series with applications (Q1881237) (← links)
- Resolvent estimators for functional autoregressive processes with random coefficients (Q2078551) (← links)
- Monitoring parameter changes in RCA(\(p\)) models (Q2513794) (← links)
- Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes (Q3006261) (← links)
- Structural Change Monitoring for Random Coefficient Autoregressive Time Series (Q5259144) (← links)
- BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q5408112) (← links)