Matches in SemOpenAlex for { <https://semopenalex.org/work/W2963751837> ?p ?o ?g. }
Showing items 1 to 80 of
80
with 100 items per page.
- W2963751837 endingPage "101" @default.
- W2963751837 startingPage "77" @default.
- W2963751837 abstract "The purpose of this paper is to investigate the asymptotic behavior of the Durbin–Watson statistic for the stable p-order autoregressive process when the driven noise is given by a first-order autoregressive process. It is an extension of the previous work of Bercu and Proïa devoted to the particular case p=1. We establish the almost sure convergence and the asymptotic normality for both the least squares estimator of the unknown vector parameter of the autoregressive process as well as for the serial correlation estimator associated with the driven noise. In addition, the almost sure rates of convergence of our estimates are also provided. Then, we prove the almost sure convergence and the asymptotic normality for the Durbin–Watson statistic and we derive a two-sided statistical procedure for testing the presence of a significant first-order residual autocorrelation that appears to simplify and to improve the well-known h-test suggested by Durbin. Finally, we briefly summarize our observations on simulated samples." @default.
- W2963751837 created "2019-07-30" @default.
- W2963751837 creator A5039510854 @default.
- W2963751837 date "2013-07-01" @default.
- W2963751837 modified "2023-10-16" @default.
- W2963751837 title "Further results on the<mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML altimg=si1.gif display=inline overflow=scroll><mml:mi>h</mml:mi></mml:math>- test of Durbin for stable autoregressive processes" @default.
- W2963751837 cites W1974936678 @default.
- W2963751837 cites W1996870254 @default.
- W2963751837 cites W2008150437 @default.
- W2963751837 cites W2008878870 @default.
- W2963751837 cites W2011755079 @default.
- W2963751837 cites W2012740534 @default.
- W2963751837 cites W2019972886 @default.
- W2963751837 cites W2021388667 @default.
- W2963751837 cites W2024544758 @default.
- W2963751837 cites W2024851364 @default.
- W2963751837 cites W2033983587 @default.
- W2963751837 cites W2036601475 @default.
- W2963751837 cites W2042752623 @default.
- W2963751837 cites W2051268078 @default.
- W2963751837 cites W2054816667 @default.
- W2963751837 cites W2085925457 @default.
- W2963751837 cites W2093230975 @default.
- W2963751837 cites W2169711842 @default.
- W2963751837 cites W2324690120 @default.
- W2963751837 cites W2796551462 @default.
- W2963751837 cites W4234623360 @default.
- W2963751837 cites W4246587917 @default.
- W2963751837 doi "https://doi.org/10.1016/j.jmva.2013.03.009" @default.
- W2963751837 hasPublicationYear "2013" @default.
- W2963751837 type Work @default.
- W2963751837 sameAs 2963751837 @default.
- W2963751837 citedByCount "16" @default.
- W2963751837 countsByYear W29637518372013 @default.
- W2963751837 countsByYear W29637518372014 @default.
- W2963751837 countsByYear W29637518372015 @default.
- W2963751837 countsByYear W29637518372016 @default.
- W2963751837 countsByYear W29637518372017 @default.
- W2963751837 countsByYear W29637518372018 @default.
- W2963751837 countsByYear W29637518372019 @default.
- W2963751837 countsByYear W29637518372022 @default.
- W2963751837 countsByYear W29637518372023 @default.
- W2963751837 crossrefType "journal-article" @default.
- W2963751837 hasAuthorship W2963751837A5039510854 @default.
- W2963751837 hasConcept C105795698 @default.
- W2963751837 hasConcept C11413529 @default.
- W2963751837 hasConcept C159877910 @default.
- W2963751837 hasConcept C185429906 @default.
- W2963751837 hasConcept C28826006 @default.
- W2963751837 hasConcept C33923547 @default.
- W2963751837 hasConcept C5297727 @default.
- W2963751837 hasConcept C65778772 @default.
- W2963751837 hasConceptScore W2963751837C105795698 @default.
- W2963751837 hasConceptScore W2963751837C11413529 @default.
- W2963751837 hasConceptScore W2963751837C159877910 @default.
- W2963751837 hasConceptScore W2963751837C185429906 @default.
- W2963751837 hasConceptScore W2963751837C28826006 @default.
- W2963751837 hasConceptScore W2963751837C33923547 @default.
- W2963751837 hasConceptScore W2963751837C5297727 @default.
- W2963751837 hasConceptScore W2963751837C65778772 @default.
- W2963751837 hasLocation W29637518371 @default.
- W2963751837 hasOpenAccess W2963751837 @default.
- W2963751837 hasPrimaryLocation W29637518371 @default.
- W2963751837 hasRelatedWork W1493644805 @default.
- W2963751837 hasRelatedWork W1982721348 @default.
- W2963751837 hasRelatedWork W2023659367 @default.
- W2963751837 hasRelatedWork W2047880019 @default.
- W2963751837 hasRelatedWork W2097626286 @default.
- W2963751837 hasRelatedWork W2109421145 @default.
- W2963751837 hasRelatedWork W2236763869 @default.
- W2963751837 hasRelatedWork W2371489490 @default.
- W2963751837 hasRelatedWork W4245953108 @default.
- W2963751837 hasRelatedWork W4293568347 @default.
- W2963751837 hasVolume "118" @default.
- W2963751837 isParatext "false" @default.
- W2963751837 isRetracted "false" @default.
- W2963751837 magId "2963751837" @default.
- W2963751837 workType "article" @default.
