Pages that link to "Item:Q5408482"
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The following pages link to A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process (Q5408482):
Displaying 13 items.
- Further results on the \(h\)-test of Durbin for stable autoregressive processes (Q391625) (← links)
- Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes (Q945823) (← links)
- Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators (Q1700700) (← links)
- Model-free tests for series correlation in multivariate linear regression (Q2301085) (← links)
- On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes (Q2446700) (← links)
- The Durbin-Watson statistic to estimate the instantaneous variance of non-stationary stochastic processes with ARMA structure for noise process (Q2745543) (← links)
- A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking (Q2799302) (← links)
- On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking (Q2802047) (← 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)
- Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises (Q5078489) (← links)
- Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process (Q5174356) (← links)
- On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes (Q5228346) (← links)
