A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577): Difference between revisions

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+Efficient detection of random coefficients in autoregressive models
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+Autoregressive series with random parameters
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+Estimation in Random Coefficient Autoregressive Models
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+Estimation in nonstationary random coefficient autoregressive models
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+Testing for randomness in a random coefficient autoregression model
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+Adaptive estimation in a random coefficient autoregressive model
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+Testing a time series for difference stationarity
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+Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process
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+Testing for strict stationarity in a random coefficient autoregressive model
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+Conditional Heteroscedastic Time Series Models
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