Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors (Q511063)
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 checks in longitudinal nonlinear models with elliptical and AR(1) errors |
scientific article; zbMATH DE number 6684530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors |
scientific article; zbMATH DE number 6684530 |
Statements
Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors (English)
0 references
14 February 2017
0 references
autocorrelation
0 references
elliptical distributions
0 references
heteroscedasticity
0 references
longitudinal data
0 references
nonlinear model
0 references
score test
0 references
Monte Carlo simulations
0 references
0 references
0 references
0 references
0 references
0 references