Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors (Q3019498): Difference between revisions
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Revision as of 10:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors |
scientific article |
Statements
Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors (English)
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28 July 2011
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adjusted score test
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approximate local powers
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autocorrelation
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score test
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simulation studies
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