๐”– Bobbio Scriptorium
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TESTING SEPARATE TIME SERIES MODELS

โœ Scribed by Michael McAleer; C. R. McKenzie; A. D. Hall


Book ID
111039563
Publisher
John Wiley and Sons
Year
1988
Tongue
English
Weight
1022 KB
Volume
9
Category
Article
ISSN
0143-9782

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Hypothesis testing for some time-series
โœ A. Thavaneswaran; Shelton Peiris ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 246 KB

Following the general approach for constructing test statistics for stochastic models based on optimal estimating functions by Thavaneswaran (1991), a new test statistic via martingale estimating function is proposed. Applications to some time-series models such as random coefficient autoregressive