On computational analysis of nonlinear regression models addressing heteroscedasticity and autocorrelation issues: An application to COVID-19 data.

This paper develops a method for nonlinear regression models estimation that is robust to heteroscedasticity and autocorrelation of errors. Using nonlinear least squares estimation, four popular growth models (Exponential, Gompertz, Verhulst, and Weibull) were computed. Some assumptions on the errors of these models (independence, normality, and homoscedasticity) being violated, the estimates are improved by modeling the residuals using the ETS method.