scientific article; zbMATH DE number 3930129

MaRDI QIDQ3703101zbMATH OpenFDO

Authors James Durbin

Publication date 1986

zbMATH Keywords

autocorrelationtime series regressioneigenvectorsasymptotic expansionspartial autocorrelationautoregressive modelsmultiple regression modelStudent's t-statisticsFourier cosine vectorsregression with autocorrelated errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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Cited in

(3)

• Further results on the h-test of Durbin for stable autoregressive processes
• The Student's t Approximation in a Stationary First Order Autoregressive Model
• Testing for residual correlation of any order in the autoregressive process

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