Testing for residual correlation of any order in the autoregressive process (Q4638732): Difference between revisions

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Latest revision as of 13:40, 15 July 2024

scientific article; zbMATH DE number 6865509
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English
Testing for residual correlation of any order in the autoregressive process
scientific article; zbMATH DE number 6865509

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    Testing for residual correlation of any order in the autoregressive process (English)
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    27 April 2018
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    asymptotic properties of estimators
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    Durbin-Watson statistic
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    least-squares estimation
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    residual autocorrelation
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    stable autoregressive process
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    statistical test for residual correlation
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