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Explicit and exponential bounds for a test on the coefficient of an AR1 model
Bruno Massé, and Marie-Claude Viano Statistics \& Probability Letters 25(4):365--371 (December 1995)
to AR(1) models by smicha on Apr 23, 2008, 10:05 PM
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Detecting outlying series in sets of short time series
V. Karioti, and C. Caroni Computational Statistics \& Data Analysis 39(3):351--364 (May 28, 2002)
to AR(1) model by smicha on Apr 23, 2008, 2:55 PM
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Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models
Jin-Guan Lin, and Bo-cheng Wei Computational Statistics \& Data Analysis 50(11):3179--3198 (Jul 20, 2006)
to AR(1) errors by smicha and 1 other user on Apr 23, 2008, 2:55 PM
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A characterization of random-coefficient AR1 models
Klaus Pötzelberger Stochastic Processes and their Applications 34(1):171--180 (February 1990)
to AR(1) processes random-coefficient by smicha on Apr 22, 2008, 2:25 PM
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Adjusted estimates and Wald statistics for the AR1 model with constant
Pekka Pere Journal of Econometrics 98(2):335--363 (October 2000)
to AR(1) by smicha on Apr 21, 2008, 10:02 PM
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