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

Author: Bercu Bernard   Proïa Frédéric  

Publisher: Edp Sciences

E-ISSN: 1262-3318|17|issue|500-530

ISSN: 1292-8100

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

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract