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math.ST2020
Nonparametric Tests in Linear Model with Autoregressive Errors
Olcay Arslan, Yesim Güney, Jana Jureckova +1
In the linear regression model with possibly autoregressive errors, we propose a family of nonparametric tests for regression under a nuisance autoregression. The tests avoid the e…
math.ST2018
Conditional Maximum Lq-Likelihood Estimation for Regression Model with Autoregressive Error Terms
Yesim Guney, Yetkin Tuac, Senay Ozdemir +1
In this article, we consider the parameter estimation of regression model with pth order autoregressive (AR(p)) error term. We use the Maximum Lq-likelihood (MLq) estimation method…