Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process (Q5174356): Difference between revisions

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Revision as of 19:07, 5 March 2024

scientific article; zbMATH DE number 6404996
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Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process
scientific article; zbMATH DE number 6404996

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    Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process (English)
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    17 February 2015
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    Durbin-Watson statistic
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    moderate deviations principle
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    first-order autoregressive process
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    serial correlation
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