TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS
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Publication:4742195
DOI10.1111/j.1467-9892.1982.tb00334.xzbMath0505.62076OpenAlexW2050585338MaRDI QIDQ4742195
D. F. Nicholls, Barry G. Quinn
Publication date: 1982
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00334.x
boundary problemsrandom coefficient autoregressionasymptotic distributional propertiesNeyman C(alpha) teststesting randomness of autoregressive coefficients
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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