A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking (Q2799302)

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scientific article; zbMATH DE number 6566880
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A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking
scientific article; zbMATH DE number 6566880

    Statements

    A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking (English)
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    8 April 2016
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    Durbin-Watson statistic
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    estimation
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    adaptive tracking control
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    persistent excitation
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    almost sure convergence
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    asymptotic normality
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    statistical test for serial autocorrelation
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