Rank tests for testing the randomness of autoregressive coefficients
type: Item
instance of: scholarly article
title: Rank tests for testing the randomness of autoregressive coefficients
zbMATH Open document ID: 0818.62046
DOI: 10.1016/0167-7152(94)90218-6
author: T. V. Ramanathan
author: M. B. Rajarshi
published in: Statistics \& Probability Letters
publication date: 1994-11-06T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 681884
zbMATH Keywords: asymptotic normality
zbMATH Keywords: testing randomness of regression coefficients
zbMATH Keywords: rank tests
zbMATH Keywords: random coefficient autoregressive model
zbMATH Keywords: weak convergence
zbMATH Keywords: randomly weighted residual empirical process
zbMATH Keywords: asymptotically distribution free
zbMATH Keywords: asymptotic relative efficiency
MaRDI profile type: Publication
full work available at URL: 0167-7152(94)90218-6
OpenAlex ID: W1993184216
cites work: Q3911791
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cites work: Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives
cites work: A weak convergence result useful in robust autoregression
cites work: Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression
cites work: Q3985465
cites work: Weak Convergence of Weighted Empirical Cumulatives Based on Ranks
cites work: Multiple autoregressive models with random coefficients
cites work: Rank tests for testing randomness of a regression coefficient in a linear regression model
cites work: Contiguity of Probability Measures
cites work: Q3395931
cites work: On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
description: scientific article; zbMATH DE number 681884