Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors (Q451457)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors |
scientific article |
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Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors (English)
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23 September 2012
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symmetrical distributions
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\(AR(1)\) errors
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heteroscedasticity
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score test
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asymptotic properties
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approximate local powers
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