Efficient detection of random coefficients in autoregressive models (Q1429321): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import241208061232 (talk | contribs)
Normalize DOI.
 
(4 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1214/aos/1051027885 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1214/aos/1051027885 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2093959759 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Utilization of Non-Numerical Information in Quantitative Analysis General Theory and the Case of Simple Order / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive series with random parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5611510 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4869741 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniformly More Powerful Tests for Hypotheses Concerning Linear Inequalities and Normal Means / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4277836 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing Homogeneity Against Ordered Alternatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically uniformly most powerful tests in parametric and semiparametric models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Further Note on Stability in a Random Coefficient Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimation in time-series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Power Robustification of Approximately Linear Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local asymptotic normality of multivariate ARMA processes with a linear trend / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4158357 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests uniformly more powerful than uniformly most powerful monotone tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aligned rank tests for linear models with autocorrelated error terms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5317349 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-parametric efficiency, distribution-freeness and invariance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic optimal inference for a class of nonlinear time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation in a regression model with random coefficient autoregressive errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4839360 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for generalized random coefficient autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimation in a random coefficient autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation in nonlinear autoregressive time-series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: On adaptive estimation in stationary ARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multivariate analogue of the one-sided test / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic methods in statistical decision theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coefficient constancy test in a random coefficient autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dominance of likelihood ratio tests under cone constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Anomalies of the likelihood ratio test for testing restricted hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random coefficient autoregressive models: an introduction / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Problem of Testing Location in Multivariate Populations for Restricted Alternatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some identification and estimation results for regression models with stochastically varying coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: One-Sided Testing Problems in Multivariate Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rank tests for testing the randomness of autoregressive coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4174128 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Most Stringent Somewhere Most Powerful Tests Against Alternatives Restricted by a Number of Linear Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: √n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing Against Ordered Alternatives in Model I Analysis of Variance; Normal Theory and Nonparametric / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory of statistical inference for time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039859 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic information bound / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a stochastic difference equation and a representation of non–negative infinitely divisible random variables / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1214/AOS/1051027885 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 20:16, 10 December 2024

scientific article
Language Label Description Also known as
English
Efficient detection of random coefficients in autoregressive models
scientific article

    Statements

    Efficient detection of random coefficients in autoregressive models (English)
    0 references
    0 references
    0 references
    18 May 2004
    0 references
    random coefficient autoregressive models
    0 references
    local asymptotic normality
    0 references
    one-sided multiparameter tests
    0 references
    one-sided multiparameter alternatives
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references