Regression diagnostics in an autocorrelated model

zbMATH Open1272.62052MaRDI QIDQ367486FDOQ367486

Sibnarayan Guria, Sugata Sen Roy

Publication date: 16 September 2013

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

autocorrelationregression diagnosticsautoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Cited In (3)

• Linear models with correlated disturbances
• Influence measures in ridge regression when the error terms follow an AR(1) process
• Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors

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