Zobrazeno 1 - 10
of 18 470
pro vyhledávání: '"Durbin–Watson statistic"'
Autor:
Nakamura, Shisei, Taniguchi, Masanobu
Publikováno v:
Econometric Theory, 1999 Dec 01. 15(6), 847-866.
Externí odkaz:
https://www.jstor.org/stable/3533278
Autor:
Ali, Mukhtar M.
Publikováno v:
Biometrika, 1984 Aug 01. 71(2), 253-261.
Externí odkaz:
https://www.jstor.org/stable/2336241
Publikováno v:
Journal of the Royal Statistical Society. Series C (Applied Statistics), 1993 Jan 01. 42(1), 249-258.
Externí odkaz:
https://www.jstor.org/stable/2347430
A wide literature is available on the asymptotic behavior of the Durbin-Watson statistic for autoregressive models. However, it is impossible to find results on the Durbin-Watson statistic for autoregressive models with adaptive control. Our purpose
Externí odkaz:
http://arxiv.org/abs/1204.4677
The purpose of this paper is to investigate moderate deviations for the Durbin-Watson statistic associated with the stable first-order autoregressive process where the driven noise is also given by a first-order autoregressive process. We first estab
Externí odkaz:
http://arxiv.org/abs/1201.3579
Autor:
Bercu, Bernard, Proia, Frederic
The purpose of this paper is to provide a sharp analysis on the asymptotic behavior of the Durbin-Watson statistic. We focus our attention on the first-order autoregressive process where the driven noise is also given by a first-order autoregressive
Externí odkaz:
http://arxiv.org/abs/1104.3328
Autor:
Inder, Brett
Publikováno v:
Econometric Theory, 1986 Dec 01. 2(3), 413-428.
Externí odkaz:
https://www.jstor.org/stable/3532319
Autor:
Bhargava, Alok
Publikováno v:
Biometrika, 1989 Dec 01. 76(4), 828-831.
Externí odkaz:
https://www.jstor.org/stable/2336649
Autor:
Farebrother, R. W.
Publikováno v:
Journal of the Royal Statistical Society. Series C (Applied Statistics), 1984 Jan 01. 33(3), 363-366.
Externí odkaz:
https://www.jstor.org/stable/2347725
Autor:
Farebrother, R. W.
Publikováno v:
Journal of the Royal Statistical Society. Series C (Applied Statistics), 1980 Jan 01. 29(2), 224-227.
Externí odkaz:
https://www.jstor.org/stable/2986316