scientific article; zbMATH DE number 3930129

zbMATH Open0581.62021MaRDI QIDQ3703101FDOQ3703101

Authors: James Durbin 

Publication date: 1986

Title of this publication is not available (Why is that?)

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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)

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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