NYU Faculty Digital Archive
metadata only
The Restricted Likelihood Ratio Test at the Boundary in Autoregressive Series
The restricted likelihood ratio test, RLRT, for the autoregressive coefficient in autoregressive models has recently been shown to be second order pivotal when the autoregressive coefficient is in the interior of the parameter space and so is very well approximated by the chi-square distribution. I
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- gasmodel: An R Package for Generalized Autoregressive Score Models#924396
- gasmodel: An R Package for Generalized Autoregressive Score Models#920165
- Bootstrapping autoregressive duration models#1062974
- The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes#942388
- Calibrated Order-Randomized Rosenblatt Tests#1141799
Record · ID 942928
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive