On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking (Q2802047)

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scientific article; zbMATH DE number 6572850
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On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking
scientific article; zbMATH DE number 6572850

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    On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking (English)
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    22 April 2016
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    Durbin-Watson statistic
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    estimation
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    adaptive control
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    almost sure convergence
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    central limit theorem
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    statistical test for serial autocorrelation
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