TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS (Q4742195)

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scientific article; zbMATH DE number 3797058
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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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