Pages that link to "Item:Q451457"

The following pages link to Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors (Q451457):

Displaying 14 items.

• SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution (Q148334) (← links)
• Partially linear models with first-order autoregressive symmetric errors (Q345380) (← links)
• Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors (Q511063) (← links)
• Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
• Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
• Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors (Q2135870) (← links)
• Additive models with autoregressive symmetric errors based on penalized regression splines (Q2135912) (← links)
• Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
• Elliptical linear mixed models with a covariate subject to measurement error (Q2175638) (← links)
• Diagnostics for a Linear Model with First-Order Autoregressive Symmetrical Errors (Q2859285) (← links)
• Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors (Q2934842) (← links)
• Assessing Robustness of Inference in Symmetrical Nonlinear Regression Models (Q4929219) (← links)
• Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data (Q5130356) (← links)
• Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)