Test for parameter changes in generalized random coefficient autoregressive model (Q257852)
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scientific article; zbMATH DE number 6557496
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| English | Test for parameter changes in generalized random coefficient autoregressive model |
scientific article; zbMATH DE number 6557496 |
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Test for parameter changes in generalized random coefficient autoregressive model (English)
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17 March 2016
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monitoring parameter changes
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conditional least-squares estimation
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asymptotic variance
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generalized random coefficient autoregressive model
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0.8715992569923401
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0.8379723429679871
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0.820439338684082
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0.8203651905059814
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0.7996643781661987
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