Testing for residual correlation of any order in the autoregressive process (Q4638732)
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scientific article; zbMATH DE number 6865509
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| English | Testing for residual correlation of any order in the autoregressive process |
scientific article; zbMATH DE number 6865509 |
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Testing for residual correlation of any order in the autoregressive process (English)
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27 April 2018
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asymptotic properties of estimators
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Durbin-Watson statistic
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least-squares estimation
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residual autocorrelation
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stable autoregressive process
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statistical test for residual correlation
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0.8215711712837219
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0.7925215363502502
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0.7905378937721252
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0.790534496307373
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0.7892690300941467
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