A test for strict stationarity in a random coefficient autoregressive model of order 1

Statistics & Probability Letters ◽

10.1016/j.spl.2021.109164 ◽

2021 ◽

pp. 109164

Author(s):

Lorenzo Trapani

Keyword(s):

Autoregressive Model ◽

Random Coefficient ◽

Strict Stationarity ◽

Random Coefficient Autoregressive

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Testing for strict stationarity in a random coefficient autoregressive model

Econometric Reviews ◽

10.1080/07474938.2020.1773667 ◽

2020 ◽

pp. 1-37 ◽

Author(s):

Lorenzo Trapani

Keyword(s):

Autoregressive Model ◽

Random Coefficient ◽

Strict Stationarity ◽

Random Coefficient Autoregressive

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Coefficient constancy test in generalized random coefficient autoregressive model

Applied Mathematics and Computation ◽

10.1016/j.amc.2013.03.135 ◽

2013 ◽

Vol 219 (20) ◽

pp. 10283-10292 ◽

Author(s):

Zhi-Wen Zhao ◽

De-Hui Wang ◽

Cui-Xin Peng

Keyword(s):

Autoregressive Model ◽

Random Coefficient ◽

Random Coefficient Autoregressive

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Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2013.786786 ◽

2014 ◽

Vol 44 (12) ◽

pp. 2586-2599

Author(s):

Zhi-Wen Zhao ◽

De-Hui Wang ◽

Cui-Xin Peng ◽

Mei-Li Zhang

Keyword(s):

Empirical Likelihood ◽

Autoregressive Model ◽

Random Coefficient ◽

Random Coefficient Autoregressive

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Test for parameter changes in generalized random coefficient autoregressive model

Journal of Inequalities and Applications ◽

10.1186/1029-242x-2014-309 ◽

2014 ◽

Vol 2014 (1) ◽

Author(s):

Zhi-Wen Zhao ◽

De-Hui Wang ◽

Cui-Xin Peng

Keyword(s):

Autoregressive Model ◽

Random Coefficient ◽

Random Coefficient Autoregressive

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Adaptive estimation in a random coefficient autoregressive model

10.1214/aos/1032526954 ◽

1996 ◽

Vol 24 (3) ◽

pp. 1025-1052 ◽

Author(s):

Hira L. Koul ◽

Anton Schick

Keyword(s):

Autoregressive Model ◽

Adaptive Estimation ◽

Random Coefficient ◽

Random Coefficient Autoregressive

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Conditional linear random process and random coefficient autoregressive model for EEG analysis

2017 IEEE First Ukraine Conference on Electrical and Computer Engineering (UKRCON) ◽

10.1109/ukrcon.2017.8100498 ◽

2017 ◽

Author(s):

Mykhailo Fryz

Keyword(s):

Random Process ◽

Autoregressive Model ◽

Random Coefficient ◽

Eeg Analysis ◽

Random Coefficient Autoregressive

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Comparing random coefficient autoregressive model with and without autocorrelated errors by Bayesian analysis

Statistical Journal of the IAOS ◽

10.3233/sji-161034 ◽

2017 ◽

Vol 33 (2) ◽

pp. 537-545 ◽

Author(s):

Autcha Araveeporn

Keyword(s):

Bayesian Analysis ◽

Autoregressive Model ◽

Random Coefficient ◽

Autocorrelated Errors ◽

Random Coefficient Autoregressive

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Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2020.1855445 ◽

2020 ◽

pp. 1-25

Author(s):

Jin Chen ◽

Dehui Wang ◽

Cong Li ◽

Jingwen Huang

Keyword(s):

Empirical Likelihood ◽

Autoregressive Model ◽

Random Coefficient ◽

Model Based ◽

Random Coefficient Autoregressive

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A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2015.1032422 ◽

2016 ◽

Vol 46 (4) ◽

pp. 2002-2006

Author(s):

Zhi-Wen Zhao ◽

De-Hui Wang ◽

Cui-Xin Peng ◽

Li Bi

Keyword(s):

Least Squares ◽

Autoregressive Model ◽

Least Squares Estimation ◽

Random Coefficient ◽

Random Coefficient Autoregressive

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Dynamic condition-based maintenance policy for degrading systems described by a random-coefficient autoregressive model: A comparative study

Eksploatacja i Niezawodnosc - Maintenance and Reliability ◽

10.17531/ein.2018.4.10 ◽

2018 ◽

Vol 20 (4) ◽

pp. 590-601 ◽

Author(s):

Diyin Tang ◽

Wubin Sheng ◽

Jinsong Yu

Keyword(s):

Comparative Study ◽

Autoregressive Model ◽

Dynamic Condition ◽

Random Coefficient ◽

Condition Based Maintenance ◽

Maintenance Policy ◽

Random Coefficient Autoregressive

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