The Durbin-Watson statistic to estimate the instantaneous variance of non-stationary stochastic processes with ARMA structure for noise process (Q2745543)
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scientific article; zbMATH DE number 1654867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Durbin-Watson statistic to estimate the instantaneous variance of non-stationary stochastic processes with ARMA structure for noise process |
scientific article; zbMATH DE number 1654867 |
Statements
26 February 2002
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ARMA(p,q) models
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Durbin-Watson statistic
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non-stationary processes
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0.8605637
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0.8586154
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0.8578276
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0.8530068
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0.84926796
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0.8467097
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0.8457143
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The Durbin-Watson statistic to estimate the instantaneous variance of non-stationary stochastic processes with ARMA structure for noise process (English)
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