Study of a regression model with nonlinear time series errors

zbMATH Open1262.62138MaRDI QIDQ4919881FDOQ4919881

Authors S. Y. Hwang 

Publication date 15 May 2013

Mathematics Subject Classification ID

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

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Cited In (7)

• ESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESS
• Linear regressions with bilinear time series errors
• A simple linear time series model with misleading nonlinear properties
• Nonparametric regression with rescaled time series errors
• Specification of autocorrelated disturbances in nonlinear regression model
• Regression Models with Time Series Errors
• On multiple regression models with nonstationary correlated errors

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