Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process (Q5174356)

From MaRDI portal
scientific article; zbMATH DE number 6404996
Language Label Description Also known as
English
Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process
scientific article; zbMATH DE number 6404996

    Statements

    Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process (English)
    0 references
    0 references
    0 references
    0 references
    17 February 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Durbin-Watson statistic
    0 references
    moderate deviations principle
    0 references
    first-order autoregressive process
    0 references
    serial correlation
    0 references
    0 references
    0 references