Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression (Q3484230)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression |
scientific article |
Statements
1990
0 references
characteristic function inversion
0 references
invariant test statistics
0 references
ratio of quadratic forms
0 references
time series regression residuals
0 references
Durbin-Watson statistic
0 references
error tolerance
0 references
independent normals
0 references
Kalman filter
0 references
bivariate problems
0 references
Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression (English)
0 references
