期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2004
卷号：18
期号：2
页码：103-112
出版社：Brazilian Statistical Association
摘要：The presence of auto correlation in a regression model requiresthe use of the generalized least-squares technique in estimating the regressioncoe.cients. To study the diagnostics of such a model it is therefore necessaryto take account of the auto correlation while re-estimating the parametersafter the deletion of an observation. In this paper we look into this problemassuming that the disturbances follow a first-order autoregressive process
