The following pages link to (Q5461912):
Displaying 8 items.
- Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors (Q511063) (← links)
- A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model (Q2344884) (← links)
- Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors (Q3436003) (← links)
- Score Test for Homogeneity of Variances in Longitudinal Time Series Via Wavelets (Q3585308) (← links)
- Diagnosing Explainable Heterogeneity of Variance in Random-Effects Models (Q4506088) (← links)
- Testing for heteroscedasticity of exponential correlation mixed-effects linear models based on M-estimation (Q4975170) (← links)
- Testing of homogeneity of variance and autocorrelation coefficients of nonlinear mixed models with AR(1) errors based on M-estimation (Q5138538) (← links)
- Testing for homogeneity of exponential correlation nonlinear mixed models based on M-estimation (Q5383666) (← links)
