2 results
Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process
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- Journal:
- ESAIM: Probability and Statistics / Volume 18 / 2014
- Published online by Cambridge University Press:
- 03 October 2014, pp. 308-331
- Print publication:
- 2014
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- Article
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A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process
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- Journal:
- ESAIM: Probability and Statistics / Volume 17 / 2013
- Published online by Cambridge University Press:
- 03 June 2013, pp. 500-530
- Print publication:
- 2013
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- Article
- Export citation