Rank tests for testing the randomness of autoregressive coefficients (Q1336895)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 681884
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Rank tests for testing the randomness of autoregressive coefficients |
scientific article; zbMATH DE number 681884 |
Statements
Rank tests for testing the randomness of autoregressive coefficients (English)
0 references
6 November 1994
0 references
asymptotic normality
0 references
testing randomness of regression coefficients
0 references
rank tests
0 references
random coefficient autoregressive model
0 references
weak convergence
0 references
randomly weighted residual empirical process
0 references
asymptotically distribution free
0 references
asymptotic relative efficiency
0 references
0 references
0 references
0.8635941743850708
0 references
0.8628714084625244
0 references
0.8487439155578613
0 references
