Pages that link to "Item:Q4247984"

The following pages link to Diagnostics for Autocorrelated Regression Models (Q4247984):

Displaying 17 items.

• Regression diagnostics in an autocorrelated model (Q367486) (← links)
• A note on influence diagnostics in AR(1) time series models (Q453021) (← links)
• Influence diagnostics for linear models with first-order autoregressive elliptical errors (Q1003791) (← links)
• Detection of autocorrelation-influential points by dynamic removal (Q1331799) (← links)
• Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure (Q1340903) (← links)
• Optimum influence of initial observations in regression models with \(AR(2)\) errors (Q1354240) (← links)
• Analysis of correlated Birnbaum-Saunders data based on estimating equations (Q2220795) (← links)
• Diagnostics for a Linear Model with First-Order Autoregressive Symmetrical Errors (Q2859285) (← links)
• Using the Autodependogram in Model Diagnostic Checking (Q2930696) (← links)
• Influence measures in blocked designs of experiments with correlated errors (Q2979004) (← links)
• Model diagnostic tests for selecting informative correlation structure in correlated data (Q3181927) (← links)
• Leverages and Influential Observations in a Regression Model with Autocorrelated Errors (Q3462364) (← links)
• Theory and illustration of regression influence diagnostics (Q4550652) (← links)
• Influence diagnostics for censored regression models with autoregressive errors (Q4578032) (← links)
• Influential observations in GARCH models (Q4925438) (← links)
• Influence diagnostics in a vector autoregressive model (Q5220897) (← links)
• Diagnostic analysis for a vector autoregressive model under Student^<i>′</i>s <i>t</i>‐distributions (Q6088212) (← links)