References
- Time Series: Theory and Methods(2nd. ed.) Brockwell, P. J.;Davis, R. A.
- Journal of Statistical Planning and Inference Parameter estimation for generalized random coefficient autoregressive peocesses Hwang, S.Y.;Basawa, I.V.
- Lecture Notes in Statistics v.11 Random Coefficient Autoregressive Models:An Introduction Nicholls, D.F;Quinn, B.G.
- Metrika v.39 Rank tests for testing randomness of a rgression coefficient in a linear regression model Ramanathan, T.V.;Rajarshi, M.B.
- Statistics and Probability Letters v.21 Rank tests for testing randomness of autoregressive coefficients Ramanathan, T.V.;Rajarshi, M.B.