Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process (Q5174356): Difference between revisions
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scientific article; zbMATH DE number 6404996
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English | 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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