Study of a regression model with nonlinear time series errors

zbMATH Open1262.62138MaRDI QIDQ4919881FDOQ4919881

S. Y. Hwang

Publication date: 15 May 2013

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Cited In (4)

• ESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESS
• A simple linear time series model with misleading nonlinear properties
• Specification of autocorrelated disturbances in nonlinear regression model
• Regression Models with Time Series Errors

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