Pages that link to "Item:Q1298915"

The following pages link to Coefficient constancy test in a random coefficient autoregressive model (Q1298915):

Displaying 14 items.

• Test for parameter changes in generalized random coefficient autoregressive model (Q257852) (← links)
• Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
• Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
• Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
• Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
• Coefficient constancy test in AR-ARCH models (Q1613041) (← links)
• Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
• Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
• A Bayesian hierarchical copula model (Q2219218) (← links)
• Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
• Monitoring parameter changes in RCA(\(p\)) models (Q2513794) (← links)
• Testing for random coefficient autoregressive and stochastic unit root models (Q6039127) (← links)
• Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test (Q6135375) (← links)
• Stochastic local and moderate departures from a unit root and its application to unit root testing (Q6148347) (← links)