ASYMPTOTIC THEORY FOR THE DURBIN–WATSON STATISTIC UNDER LONG-MEMORY DEPENDENCE (Q4512675)
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scientific article; zbMATH DE number 1525686
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| English | ASYMPTOTIC THEORY FOR THE DURBIN–WATSON STATISTIC UNDER LONG-MEMORY DEPENDENCE |
scientific article; zbMATH DE number 1525686 |
Statements
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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0.8271210789680481
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0.8193711638450623
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0.8151715397834778
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0.8097227811813354
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