A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process (Q5408482)
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scientific article; zbMATH DE number 6282483
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| English | A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process |
scientific article; zbMATH DE number 6282483 |
Statements
A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process (English)
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10 April 2014
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Durbin-Watson statistic
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autoregressive process
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residual autocorrelation
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statistical test for serial correlation
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0.87593985
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0.8675317
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0.86706567
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0.86633325
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0.8663011
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