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Cited article:
Bernard Bercu, Frédéric Proïa
ESAIM: PS, 17 (2013) 500-530
Published online: 2013-06-03
This article has been cited by the following article(s):
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On Ornstein–Uhlenbeck driven by Ornstein–Uhlenbeck processes
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Statistics & Probability Letters 85 36 (2014)
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On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking
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International Journal of Adaptive Control and Signal Processing 28 (10) 1002 (2014)
DOI: 10.1002/acs.2424
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Applied Intelligence 53 (4) 4350 (2023)
DOI: 10.1007/s10489-022-03734-7
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A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking
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International Journal of Control 88 (12) 2611 (2015)
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Asymptotic Properties for the Parameter Estimator in the Near-Explosive Autoregressive Process
明明 于
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On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes
Agnès Lagnoux, Thi Mong Ngoc Nguyen and Frédéric Proïa
ESAIM: Probability and Statistics 23 464 (2019)
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Testing for residual correlation of any order in the autoregressive process
Frédéric Proïa
Communications in Statistics - Theory and Methods 47 (3) 628 (2018)
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Model-free tests for series correlation in multivariate linear regression
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Journal of Statistical Planning and Inference 206 179 (2020)
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Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises
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Critical slowing down in dynamical systems driven by nonstationary correlated noise
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