A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process
DOI10.1051/ps/2012005zbMath1395.62263arXiv1104.3328OpenAlexW2964082508MaRDI QIDQ5408482
Publication date: 10 April 2014
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.3328
autoregressive processresidual autocorrelationDurbin-Watson statisticstatistical test for serial correlation
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Asymptotic properties of parametric tests (62F05)
Related Items (11)
This page was built for publication: A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process