Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-008-0171-y.pdf
Reference30 articles.
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4. Cook RD, Weisberg S (1983) Diagnostics for heteroscedasticity in regression. Biometrika 70: 1–10
5. Cordeiro GM, Ferrari SLP, Uribe-Opazo MA, Vasconcellos KLP (2000) Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models. Stat Prob Lett 46: 317–328
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