Pages that link to "Item:Q1176991"
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The following pages link to Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model (Q1176991):
Displaying 6 items.
- Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models (Q959403) (← links)
- ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors (Q962387) (← links)
- Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model (Q967998) (← links)
- Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors (Q3436003) (← links)
- Diagnostics for elliptical linear mixed models with first-order autoregressive errors (Q4914972) (← links)
- Asymptotic properties of the score test for varying dispersion in exponential family nonlinear models (Q5400781) (← links)
