Testing for residual correlation of any order in the autoregressive process
Author:
Affiliation:
1. Laboratoire Angevin de REcherche en MAthématiques (LAREMA), CNRS, Université d’Angers, Université Bretagne Loire, Angers, France
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2017.1310240
Reference43 articles.
1. Central Limit Theorem And Law Of Iterated Logarithm For Least Squares Algorithms In Adaptive Tracking
2. A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process
3. Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process
4. On a measure of lack of fit in time series models
5. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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