Pages that link to "Item:Q5076261"
From MaRDI portal
The following pages link to MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS (Q5076261):
Displaying 2 items.
- The Durbin-Watson statistic to estimate the instantaneous variance of non-stationary stochastic processes with ARMA structure for noise process (Q2745543) (← links)
- A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process (Q5408482) (← links)