Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
type: Item
instance of: scholarly article
title: Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
zbMATH Open document ID: 1247.62218
author: Chun-Zheng Cao
author: Jinguan Lin
author: Li-Xing Zhu
published in: Statistical Papers
publication date: 2012-09-23T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62J20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6085499
zbMATH Keywords: symmetrical distributions
zbMATH Keywords: \(AR(1)\) errors
zbMATH Keywords: heteroscedasticity
zbMATH Keywords: score test
zbMATH Keywords: asymptotic properties
zbMATH Keywords: approximate local powers
MaRDI profile type: Publication
full work available at URL: s00362-008-0171-y
OpenAlex ID: W2086759172
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DOI: 10.1007/S00362-008-0171-Y
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description: scientific article; zbMATH DE number 6085499