| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1150308 | Journal of Statistical Planning and Inference | 2006 | 20 Pages |
Abstract
We utilize strong invariance principles to construct tests for the stability of model parameters determining a random coefficient autoregressive time series of order one. The test statistics are based on (conditional) least squares estimators for the unknown parameters.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Alexander Aue,