Diagnostics for a Linear Model with First-Order Autoregressive Symmetrical Errors

DOI10.1080/03610926.2011.599000zbMath1275.62054MaRDI QIDQ2859285

Bin Zhu, Chun-Zheng Cao, Xiao-Xin Zhu

Publication date: 7 November 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.599000

zbMATH Keywords

linear model; score test; local influence; symmetrical distributions; AR(1) errors

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J05: Linear regression; mixed models

65C05: Monte Carlo methods

62J20: Diagnostics, and linear inference and regression

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Cites Work

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