Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals

DOI10.1093/BIOMET/56.1.1zbMATH Open0181.46001OpenAlexW2049273599MaRDI QIDQ5572969FDOQ5572969

James Durbin

Publication date: 1969

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/56.1.1

zbMATH Keywords

statistics

Cited In (18)

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• Goodness-of-fit tests for progressively Type-II censored data from location–scale distributions
• The \(\delta\)-corrected Kolmogorov-Smirnov test for goodness of fit
• New goodness-of-fit tests based on fiducial empirical distribution function
• The two-stage i -corrected Kolmogorov-Smirnov test
• Detecting a change in the intercept in multiple regression
• A test of a disequilibrium model
• White noise testing using wavelets
• Asymptotically exact confidence intervals of cusum and cusumsq tests: a numerical derivation using simulation technique
• A frequency-domain test for multivariate white noise
• Data-driven stabilizations of goodness-of-fit tests
• The Δ-corrected kolmogorov-smirnov test with estimated parameters
• Probability plots and order statistics of the standard extreme value distribution

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