Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors (Q3019498): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/02664763.2010.515301 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2105108627 / rank | |||
Normal rank |
Revision as of 00:24, 20 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)
0 references
28 July 2011
0 references
adjusted score test
0 references
approximate local powers
0 references
autocorrelation
0 references
score test
0 references
simulation studies
0 references