Rank tests for testing the randomness of autoregressive coefficients (Q1336895): Difference between revisions

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Latest revision as of 09:13, 23 May 2024

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Rank tests for testing the randomness of autoregressive coefficients
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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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