Pages that link to "Item:Q391625"

The following pages link to Further results on the \(h\)-test of Durbin for stable autoregressive processes (Q391625):

Displayed 7 items.

• On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes (Q2446700) ‎ (← links)
• A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking (Q2799302) ‎ (← links)
• On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking (Q2802047) ‎ (← links)
• Testing for residual correlation of any order in the autoregressive process (Q4638732) ‎ (← links)
• MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS (Q5076261) ‎ (← links)
• On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes (Q5228346) ‎ (← links)
• Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise (Q6192221) ‎ (← links)