Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors (Q451457)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors |
scientific article; zbMATH DE number 6085499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors |
scientific article; zbMATH DE number 6085499 |
Statements
Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors (English)
0 references
23 September 2012
0 references
symmetrical distributions
0 references
\(AR(1)\) errors
0 references
heteroscedasticity
0 references
score test
0 references
asymptotic properties
0 references
approximate local powers
0 references
0 references
0 references
0 references
0 references
0 references
0.9040366
0 references
0.9007206
0 references
0.8966798
0 references
0.89135134
0 references
