Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors (Q451457)
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scientific article; zbMATH DE number 6085499
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| English | Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors |
scientific article; zbMATH DE number 6085499 |
Statements
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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0.9219886
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0.92084116
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0.9154178
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0.9040366
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0.9007206
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0.8966798
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0.89135134
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