Score Test for the First-Order Autoregressive Model with Heteroscedasticity
针对非恒定方差的一阶自回归模型，提出了同时检验独立性和同方差性的得分检验，并探讨了该检验统计量与统计模型微小扰动局部影响的关系。
A score test is proposed for simultaneous testing of independence and homoscedasticity in the first-order autoregressive model with nonconstant variance. The relationships between the score test statistic and the local influence of minor perturbations on a statistical model are examined.