A new statistical procedure for testing the presence of a significative correlation in the residuals of stable autoregressive processes
type: Dataset
description: 34 pages, 2 figures.
issued: 2026-05-25T08:46:01.166694
language: en
modified: 2026-05-25T08:46:01.166702
contact point: Organization
  fn: CCSD
keyword: durbin-watson-statistic
keyword: infoeu-reposemanticspreprint
keyword: mathmath-stmathematics-mathstatistics-mathst
keyword: preprints-working-papers-
keyword: residual-autocorrelation
keyword: stable-autoregressive-process
keyword: statistical-test-for-serial-correlation
keyword: statthstatistics-statstatistics-theory-statth
landing page: https://hal.science/hal-00677600

A new statistical procedure for testing the presence of a significative correlation in the residuals of stable autoregressive processes
type: Distribution
format: HTML
issued: 2026-05-25T08:46:01.263235
modified: 2026-05-25T08:46:01.128138
access URL: https://hal.science/hal-00677600

test_moissonnage_selune
type: Agent