Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk (Q3664276)
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English | Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk |
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Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk (English)
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1983
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testing residuals
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Gaussian random walk
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standard Durbin-Watson assumption
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uniformly most powerful
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least squares residuals
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powers
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