Autokorrelationstests und autoregressive Schätzverfahren

DOI10.1002/zamm.19720520502zbMath0255.65004OpenAlexW2013682940MaRDI QIDQ5670129

B. Schips, Winfried Stier

Publication date: 1972

Published in: ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.19720520502

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99)

Related Items

Bemerkungen zu einer Variante des Autokorrelationstests von Durbin‐Watson

Cites Work

• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
• Tabulation of the Probabilities for the Ratio of the Mean Square Successive Difference to the Variance
• Significance Levels for the Ratio of the Mean Square Successive Difference to the Variance
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