A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking (Q2799302)
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scientific article; zbMATH DE number 6566880
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| English | A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking |
scientific article; zbMATH DE number 6566880 |
Statements
A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking (English)
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8 April 2016
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Durbin-Watson statistic
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estimation
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adaptive tracking control
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persistent excitation
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almost sure convergence
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asymptotic normality
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statistical test for serial autocorrelation
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0.8821994
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0.87181705
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0.85347086
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0.8516425
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0.8390845
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0.8371418
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