Normality test in random coefficient autoregressive models

DOI10.1007/s42952-023-00230-7MaRDI QIDQ6124770

Junmo Song, Zixuan Liu

Publication date: 2 April 2024

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

zbMATH Keywords

random coefficient autoregressive modelsnormality testthe information matrix test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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

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