TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS (Q4742195): Difference between revisions
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scientific article; zbMATH DE number 3797058
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English | TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS |
scientific article; zbMATH DE number 3797058 |
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TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS (English)
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1982
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testing randomness of autoregressive coefficients
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asymptotic distributional properties
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random coefficient autoregression
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boundary problems
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Neyman C(alpha) tests
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