Pages that link to "Item:Q5174356"
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The following pages link to Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process (Q5174356):
Displaying 11 items.
- Further results on the \(h\)-test of Durbin for stable autoregressive processes (Q391625) (← links)
- Moderate deviation principle for autoregressive processes (Q842914) (← links)
- Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators (Q1700700) (← links)
- Moderate deviations in a class of stable but nearly unstable processes (Q2306247) (← links)
- The Durbin-Watson statistic to estimate the instantaneous variance of non-stationary stochastic processes with ARMA structure for noise process (Q2745543) (← links)
- On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking (Q2802047) (← links)
- Moderate deviations of functional of Markov Processes (Q3451719) (← links)
- Testing for residual correlation of any order in the autoregressive process (Q4638732) (← links)
- MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS (Q5076261) (← links)
- A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process (Q5408482) (← links)
- Moderate deviation principle of modularity in network (Q6118391) (← links)
