Pages that link to "Item:Q2511701"
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The following pages link to Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701):
Displaying 20 items.
- Test for parameter changes in generalized random coefficient autoregressive model (Q257852) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- 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)
- Coefficient constancy test in AR-ARCH models (Q1613041) (← links)
- Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (Q1757362) (← links)
- Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes (Q1793812) (← links)
- Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
- Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285) (← links)
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model (Q2072816) (← links)
- A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
- Locally most powerful test for the random coefficient autoregressive model (Q2298686) (← links)
- Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
- Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- A new minification integer‐valued autoregressive process driven by explanatory variables (Q6075176) (← links)
- Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
- A new threshold INAR(1) model based on modified negative binomial operator with random coefficient (Q6586539) (← links)
