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

Author: Bitseki Penda S. Valère   Djellout Hacène   Proïa Frédéric  

Publisher: Edp Sciences

E-ISSN: 1262-3318|18|issue|308-331

ISSN: 1292-8100

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

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