Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors

DOI10.1007/S11766-005-0020-XzbMATH Open1098.62021OpenAlexW2319977641MaRDI QIDQ2501423FDOQ2501423

Authors: Jinguan Lin, Nansong Zhang, Bocheng Wei 

Publication date: 11 September 2006

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-005-0020-x

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zbMATH Keywords

score testasymptotic approximationnonlinear modellocal power

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Cites Work

• Title not available (Why is that?)
• Diagnostics for heteroscedasticity in regression
• Title not available (Why is that?)
• Power/Sample Size Calculations for Generalized Linear Models
• Testing for Heteroscedasticity in Nonlinear Regression Models
• Sample Size for Individually Matched Case-Control Studies
• Modeling Nonstationary Longitudinal Data

Cited In (1)

• Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models

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