MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS
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Publication:5076261
DOI10.17654/TS053060349zbMath1499.60067OpenAlexW2801767406MaRDI QIDQ5076261
Publication date: 16 May 2022
Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.17654/ts053060349
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Large deviations (60F10)
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