Rank tests for testing the randomness of autoregressive coefficients (Q1336895)
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scientific article; zbMATH DE number 681884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank tests for testing the randomness of autoregressive coefficients |
scientific article; zbMATH DE number 681884 |
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Rank tests for testing the randomness of autoregressive coefficients (English)
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6 November 1994
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asymptotic normality
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testing randomness of regression coefficients
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rank tests
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random coefficient autoregressive model
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weak convergence
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randomly weighted residual empirical process
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asymptotically distribution free
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asymptotic relative efficiency
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