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

Title
A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process
Authors
Keywords
-
Journal
ESAIM-Probability and Statistics
Volume 17, Issue -, Pages 500-530
Publisher
EDP Sciences
Online
2012-02-28
DOI
10.1051/ps/2012005

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