Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL(p, 0, 1) Random Errors

DOI10.1081/STA-120025387zbMath1028.62053MaRDI QIDQ4434425

Yingan Liu, Bo-Cheng Wei, Hai-Bin Wang

Publication date: 6 November 2003

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

zbMATH Keywords

correlationhomogeneityheteroscedasticityscore testbilinear time seriesAR(p) process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

Related Items (1)

Diagnostics for skew-normal nonlinear regression models with AR(1) errors

Cites Work

• Diagnostics for heteroscedasticity in regression
• A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
• Regression Models with Time Series Errors
• ON THE THIRD-ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES
• The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present
• Theory & Methods: Residual Diagnostic Plots for Checking for Model Mis‐specification in Time Series Regression
• Testing for Heteroscedasticity in Nonlinear Regression Models
• Fixed-design regression for linear time series
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