Normality test in random coefficient autoregressive models
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Cites work
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES
- A note on Jarque-Bera normality test for ARMA-GARCH innovations
- An information matrix test for logistic regression models based on case-control data.
- Estimation in Random Coefficient Autoregressive Models
- Estimation in nonstationary random coefficient autoregressive models
- Goodness-of-fit test using residuals in infinite-order autoregressive models
- Goodness‐of‐fit tests of normality for the innovations in ARMA models
- High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications
- High moment partial sum processes of residuals in GARCH models and their applications
- Maximum Likelihood Estimation of Misspecified Models
- Normality tests for dependent data: large-sample and bootstrap approaches
- On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
- Parameter estimation for generalized random coefficient autoregressive processes
- Random coefficient autoregressive models: an introduction
- Testing for misspecification in generalized linear mixed models
- Testing for randomness in a random coefficient autoregression model
- The information matrix test in the linear regression with ARMA errors
- √n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL
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