Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091): Difference between revisions

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Latest revision as of 14:31, 17 May 2024

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Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
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    Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (English)
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    4 February 1993
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    Durbin-Watson statistics
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    \(O(n)\) algorithm
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    \(p\)-values
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    invariant test statistics
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    time series regression
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    characteristic function
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    quadratic form
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    truncation errors
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