Normality test in random coefficient autoregressive models
Author:
Funder
Ministry of Education
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s42952-023-00230-7.pdf
Reference21 articles.
1. Abad, A. A., Litière, S., & Molenberghs, G. (2010). Testing for misspecification in generalized linear mixed models. Biostatistics, 11(4), 771–786.
2. Aue, A., Horváth, L., & Steinebach, J. (2006). Estimation in random coefficient autoregressive models. Journal of Time Series Analysis, 27(1), 61–76.
3. Berkes, I., Horváth, L., & Ling, S. (2009). Estimation in nonstationary random coefficient autoregressive models. Journal of Time Series Analysis, 30(4), 395–416.
4. Ducharme, G. R., & Lafaye de Micheaux, P. (2004). Goodness-of-fit tests of normality for the innovations in ARMA models. Journal of Time Series Analysis, 25(3), 373–395.
5. Fiorentini, G., Sentana, E., & Calzolari, G. (2004). On the validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models. Economics Letters, 83(3), 307–312.
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