The Order of the Error Term for Moments of the Log Likelihood Ratio Unit Root Test in an Autoregressive Process

By Larsson R.  

Annals of the Institute of Statistical Mathematics, Vol. 50, Iss. 1, 1998-03 ,pp. : 29-48

Springer Publishing Company

Access to resources Recommend Favorite

A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process

By Bercu Bernard   Proïa Frédéric  

ESAIM: Probability and Statistics, Vol. 17, Iss. issue, 2013-06 ,pp. : 500-530

Edp Sciences

Access to resources Recommend Favorite

Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process

By Bitseki Penda S. Valère   Djellout Hacène   Proïa Frédéric  

ESAIM: Probability and Statistics, Vol. 18, Iss. issue, 2014-10 ,pp. : 308-331

Edp Sciences

Access to resources Recommend Favorite

Testing for Unit Roots in a Nearly Nonstationary Spatial Autoregressive Process

By Bhattacharyya B.B.  

Annals of the Institute of Statistical Mathematics, Vol. 52, Iss. 1, 2000-03 ,pp. : 71-83

Springer Publishing Company

Access to resources Recommend Favorite

Asymptotics of the L p -norms of density estimators in the first-order autoregressive models

By Horvath L.   Zitikis R.  

Statistics and Probability Letters, Vol. 66, Iss. 2, 2004-01 ,pp. : 91-103

Elsevier

Access to resources Recommend Favorite