On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking (Q2802047)
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scientific article; zbMATH DE number 6572850
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| English | On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking |
scientific article; zbMATH DE number 6572850 |
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On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking (English)
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22 April 2016
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Durbin-Watson statistic
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estimation
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adaptive control
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almost sure convergence
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central limit theorem
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statistical test for serial autocorrelation
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0.8590595126152039
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0.837339460849762
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0.810611367225647
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0.7653696537017822
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