Score test for the first-order autoregressive model with heteroscedasticity

Tsai, Chih-Ling . Biometrika 1986. 73 :455-460

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Bibtex

@article{CIS-67124,
  Author = {Tsai, Chih-Ling},
  Title = {Score test for the first-order autoregressive model with heteroscedasticity},
  Journal = {Biometrika},
  Volume = {73},
  Year = {1986},
  Pages = {455--460},
  Keywords = {Autocorrelation}
}

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