ASYMPTOTIC THEORY FOR THE DURBIN–WATSON STATISTIC UNDER LONG-MEMORY DEPENDENCE (Q4512675)
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scientific article; zbMATH DE number 1525686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC THEORY FOR THE DURBIN–WATSON STATISTIC UNDER LONG-MEMORY DEPENDENCE |
scientific article; zbMATH DE number 1525686 |
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ASYMPTOTIC THEORY FOR THE DURBIN–WATSON STATISTIC UNDER LONG-MEMORY DEPENDENCE (English)
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5 June 2001
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short memory
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time series regression
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Durbin-Watson
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