Improved tests for the first-order autoregressive model with heteroscedasticity

Lyon, John, Tsai, Chih-Ling . Journal of Statistical Computation and Simulation 1995. 52 :71-83

Locate this article in:

Bibtex

@article{CIS-127444,
  Author = {Lyon, John and Tsai, Chih-Ling},
  Title = {Improved tests for the first-order autoregressive model with heteroscedasticity},
  Journal = {Journal of Statistical Computation and Simulation},
  Volume = {52},
  Year = {1995},
  Pages = {71--83},
  Keywords = {Likelihood ratio test, Score test}
}

Similar articles