Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091)
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scientific article; zbMATH DE number 110409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics |
scientific article; zbMATH DE number 110409 |
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Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (English)
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4 February 1993
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Durbin-Watson statistics
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\(O(n)\) algorithm
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\(p\)-values
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invariant test statistics
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time series regression
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characteristic function
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quadratic form
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truncation errors
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